+3,047.6%
SPY vs APD
+3,280.9%
-233.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +3.3% | +2.2% | +1.1% | +2.4% |
| 30D | -2.7% | +9.4% | -12.1% | -6.1% |
| 3M | -1.7% | +4.7% | -6.4% | -3.7% |
| 6M | +3.1% | +5.5% | -2.4% | +0.3% |
| YTD | +11.9% | +31.4% | -19.5% | -0.9% |
| 1Y | +12.0% | +24.1% | -12.1% | +1.1% |
| 3Y | +78.2% | +28.8% | +49.4% | +54.2% |
| 5Y | +73.2% | +15.8% | +57.5% | +53.9% |
| 10Y | +309.6% | +191.6% | +118.0% | +144.3% |
| All | +3,047.6% | +3,280.9% | -233.3% | +729.4% |
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