-16.1%
SPGI vs APD
+5.6%
-21.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.2% |
| 7D | -2.5% | -2.5% | 0.0% | -2.4% |
| 30D | +5.4% | -1.9% | +7.3% | +5.5% |
| 3M | +9.0% | +8.2% | +0.8% | +9.3% |
| 6M | +0.8% | +10.7% | -10.0% | +0.8% |
| YTD | -12.6% | +22.9% | -35.5% | -14.5% |
| 1Y | -16.1% | +5.8% | -21.9% | -13.6% |
| All | -16.1% | +5.6% | -21.8% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling