+314.6%
SPYM vs APD
+168.7%
+145.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.0% | -3.5% | +1.5% | -0.5% |
| 30D | -1.6% | -5.1% | +3.4% | +0.4% |
| 3M | +4.7% | +6.9% | -2.1% | +1.4% |
| 6M | +12.6% | +8.1% | +4.5% | +8.0% |
| YTD | +11.8% | +21.2% | -9.5% | +1.7% |
| 1Y | +17.5% | +4.9% | +12.7% | +13.2% |
| 3Y | +77.0% | +6.3% | +70.7% | +64.2% |
| 5Y | +82.6% | +24.3% | +58.3% | +52.3% |
| All | +314.6% | +168.7% | +145.9% | +121.1% |
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