+160.7%
SPMO vs APD
+10.0%
+150.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +3.4% | -2.5% | +5.9% | +3.8% |
| 30D | +0.5% | -1.9% | +2.4% | +0.8% |
| 3M | +1.9% | +8.2% | -6.3% | +0.2% |
| 6M | +27.8% | +10.7% | +17.1% | +25.0% |
| YTD | +26.7% | +22.9% | +3.7% | +21.2% |
| 1Y | +28.9% | +5.8% | +23.1% | +27.3% |
| 3Y | +160.7% | +7.8% | +152.9% | +156.8% |
| All | +160.7% | +10.0% | +150.7% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling