+251.0%
SPOT vs APD
+129.7%
+121.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.8% |
| 7D | -6.5% | -4.6% | -1.9% | -5.0% |
| 30D | +2.2% | -4.2% | +6.4% | +3.7% |
| 3M | +5.4% | +5.0% | +0.4% | +3.6% |
| 6M | -4.0% | +8.9% | -13.0% | -7.2% |
| YTD | -9.9% | +21.9% | -31.8% | -16.7% |
| 1Y | -27.3% | +5.6% | -32.8% | -29.6% |
| 3Y | +236.4% | +6.9% | +229.5% | +215.6% |
| 5Y | +112.6% | +25.3% | +87.2% | +82.6% |
| All | +251.0% | +129.7% | +121.3% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling