+240.0%
SPOT vs APD
+10.0%
+230.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.4% |
| 7D | -2.9% | -2.5% | -0.4% | -2.6% |
| 30D | +8.3% | -1.9% | +10.2% | +8.5% |
| 3M | +5.1% | +8.2% | -3.2% | +4.6% |
| 6M | -6.5% | +10.7% | -17.2% | -7.3% |
| YTD | -9.0% | +22.9% | -31.9% | -11.0% |
| 1Y | -26.4% | +5.8% | -32.2% | -26.4% |
| 3Y | +240.0% | +7.8% | +232.3% | +245.2% |
| All | +240.0% | +10.0% | +230.0% | +245.2% |
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