+11.7%
SPGI vs APD
+11.0%
+0.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +0.3% | -3.7% | +3.9% | +1.5% |
| 30D | +18.4% | +9.6% | +8.8% | +15.1% |
| 3M | +15.7% | +1.6% | +14.1% | +15.0% |
| 6M | +17.3% | +2.2% | +15.1% | +16.2% |
| YTD | -4.7% | +25.9% | -30.6% | -12.8% |
| 1Y | +1.8% | +20.1% | -18.3% | -5.5% |
| 3Y | +31.7% | +12.4% | +19.3% | +23.1% |
| All | +11.7% | +11.0% | +0.8% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling