+483.9%
SPMO vs APD
+216.5%
+267.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | -14.2% | +11.0% | -25.3% | -17.6% |
| 3M | -12.7% | +2.0% | -14.7% | -13.5% |
| 6M | -9.6% | +7.1% | -16.6% | -12.5% |
| YTD | +9.3% | +29.8% | -20.5% | -2.7% |
| 1Y | +8.2% | +24.0% | -15.8% | -2.2% |
| 3Y | +119.4% | +27.2% | +92.2% | +90.2% |
| 5Y | +112.5% | +12.8% | +99.7% | +89.8% |
| 10Y | +449.2% | +185.0% | +264.2% | +230.6% |
| All | +483.9% | +216.5% | +267.4% | +245.4% |
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