+14,754.4%
SPGI vs APD
+6,285.2%
+8,469.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.7% |
| 7D | +2.6% | -0.7% | +3.3% | +2.9% |
| 30D | +19.3% | +10.1% | +9.1% | +14.6% |
| 3M | +15.5% | +4.9% | +10.6% | +13.1% |
| 6M | +18.3% | +2.5% | +15.9% | +16.6% |
| YTD | -3.8% | +27.8% | -31.6% | -14.3% |
| 1Y | +1.3% | +32.9% | -31.5% | -11.7% |
| 3Y | +33.6% | +13.4% | +20.2% | +20.7% |
| 5Y | +13.2% | +12.8% | +0.4% | +1.5% |
| 10Y | +346.3% | +194.6% | +151.7% | +164.5% |
| All | +14,754.4% | +6,285.2% | +8,469.1% | +3,222.4% |
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