+78.3%
SPY vs APD
+29.6%
+48.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +3.3% | +2.2% | +1.1% | +2.9% |
| 30D | -2.7% | +9.4% | -12.1% | -4.3% |
| 3M | -1.7% | +4.7% | -6.4% | -2.6% |
| 6M | +3.1% | +5.5% | -2.4% | +1.9% |
| YTD | +11.9% | +31.4% | -19.5% | +5.1% |
| 1Y | +12.0% | +24.1% | -12.1% | +6.4% |
| All | +78.3% | +29.6% | +48.8% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling