+118.5%
SPOT vs APD
+12.1%
+106.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.4% |
| 7D | +2.5% | -1.6% | +4.1% | +3.0% |
| 30D | +15.1% | +10.6% | +4.5% | +12.1% |
| 3M | +24.8% | +2.5% | +22.3% | +24.1% |
| 6M | +45.8% | +6.0% | +39.8% | +43.4% |
| YTD | +4.9% | +28.4% | -23.6% | -3.6% |
| 1Y | -1.3% | +22.2% | -23.4% | -8.0% |
| 3Y | +257.7% | +26.6% | +231.1% | +217.1% |
| 5Y | +118.5% | +11.8% | +106.7% | +71.0% |
| All | +118.5% | +12.1% | +106.4% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling