+334.0%
SPGI vs APD
+188.9%
+145.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | +16.1% | +11.0% | +5.1% | +10.7% |
| 3M | +15.5% | +2.0% | +13.5% | +14.3% |
| 6M | +19.6% | +7.1% | +12.6% | +15.4% |
| YTD | -3.6% | +29.8% | -33.4% | -16.1% |
| 1Y | +2.2% | +24.0% | -21.8% | -9.4% |
| 3Y | +30.1% | +27.2% | +3.0% | +9.5% |
| 5Y | +14.9% | +12.8% | +2.2% | +1.0% |
| 10Y | +334.0% | +185.0% | +149.0% | +109.1% |
| All | +334.0% | +188.9% | +145.1% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling