+311.5%
SPY vs APD
+161.1%
+150.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | +0.5% | -2.5% | +3.0% | +1.6% |
| 30D | -0.9% | -1.9% | +0.9% | -0.3% |
| 3M | +3.9% | +8.2% | -4.3% | 0.0% |
| 6M | +14.5% | +10.7% | +3.8% | +8.8% |
| YTD | +12.9% | +22.9% | -10.0% | +2.2% |
| 1Y | +19.4% | +5.8% | +13.6% | +14.6% |
| 3Y | +78.5% | +7.8% | +70.7% | +64.9% |
| 5Y | +81.8% | +26.1% | +55.6% | +51.1% |
| 10Y | +311.5% | +163.7% | +147.8% | +123.1% |
| All | +311.5% | +161.1% | +150.4% | +123.1% |
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 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