+304.8%
SPY vs APD
+187.0%
+117.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -3.7% | +11.0% | -14.7% | -7.7% |
| 3M | -2.7% | +1.3% | -4.1% | -3.4% |
| 6M | +2.2% | +6.4% | -4.2% | -1.0% |
| YTD | +10.8% | +28.9% | -18.1% | -1.7% |
| 1Y | +11.2% | +23.2% | -12.0% | +0.2% |
| 3Y | +76.5% | +26.3% | +50.1% | +52.2% |
| 5Y | +72.9% | +12.0% | +60.9% | +53.9% |
| 10Y | +304.8% | +183.2% | +121.7% | +114.8% |
| All | +304.8% | +187.0% | +117.8% | +114.8% |
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