+313.9%
SPYM vs APD
+187.5%
+126.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -0.9% | -1.2% | +0.2% | -0.4% |
| 30D | -2.4% | +11.0% | -13.4% | -6.5% |
| 3M | -1.1% | +2.6% | -3.7% | -2.3% |
| 6M | +3.3% | +4.8% | -1.5% | +0.7% |
| YTD | +12.4% | +31.0% | -18.6% | -1.1% |
| 1Y | +12.5% | +23.4% | -10.9% | +1.3% |
| 3Y | +79.1% | +28.4% | +50.8% | +53.2% |
| 5Y | +75.7% | +15.2% | +60.5% | +54.2% |
| 10Y | +313.9% | +190.7% | +123.2% | +114.5% |
| All | +313.9% | +187.5% | +126.4% | +114.5% |
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