+13,845.6%
SPGI vs APD
+6,115.6%
+7,730.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +0.1% | -2.2% | +2.4% | +1.0% |
| 30D | +8.4% | +2.1% | +6.3% | +7.4% |
| 3M | +11.8% | +7.2% | +4.7% | +8.3% |
| 6M | +5.7% | +11.2% | -5.5% | +0.3% |
| YTD | -9.7% | +24.4% | -34.1% | -18.6% |
| 1Y | -12.5% | +6.7% | -19.1% | -16.4% |
| 3Y | +21.8% | +9.2% | +12.6% | +11.8% |
| 5Y | +8.2% | +27.4% | -19.2% | -8.0% |
| 10Y | +309.5% | +164.8% | +144.7% | +153.3% |
| All | +13,845.6% | +6,115.6% | +7,730.0% | +3,054.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling