+306.8%
SPOT vs APD
+144.5%
+162.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | +1.0% | -0.2% | +1.3% | +1.1% |
| 30D | +14.6% | +11.0% | +3.5% | +10.9% |
| 3M | +18.4% | +2.0% | +16.5% | +17.8% |
| 6M | +45.1% | +7.1% | +38.0% | +41.6% |
| YTD | +4.4% | +29.8% | -25.4% | -5.4% |
| 1Y | -2.7% | +24.0% | -26.7% | -10.8% |
| 3Y | +254.6% | +27.2% | +227.4% | +211.8% |
| 5Y | +124.8% | +12.8% | +112.0% | +101.7% |
| All | +306.8% | +144.5% | +162.3% | +135.1% |
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