+264.0%
SPOT vs APD
+134.4%
+129.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | -0.9% | -2.2% | +1.3% | -0.2% |
| 30D | +12.5% | +2.1% | +10.4% | +11.8% |
| 3M | +9.9% | +7.2% | +2.7% | +7.2% |
| 6M | +1.6% | +11.2% | -9.7% | -2.5% |
| YTD | -6.6% | +24.4% | -31.0% | -14.2% |
| 1Y | -22.9% | +6.7% | -29.6% | -25.6% |
| 3Y | +244.3% | +9.2% | +235.0% | +220.4% |
| 5Y | +117.8% | +27.4% | +90.5% | +86.2% |
| All | +264.0% | +134.4% | +129.6% | +113.2% |
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 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