+80.3%
SPYM vs APD
+27.3%
+53.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.0% |
| 7D | +0.1% | -1.6% | +1.6% | +0.4% |
| 30D | -3.3% | +10.6% | -13.9% | -5.1% |
| 3M | -2.4% | +2.5% | -4.9% | -2.9% |
| 6M | +2.6% | +6.0% | -3.4% | +1.3% |
| YTD | +11.3% | +28.4% | -17.1% | +5.2% |
| 1Y | +13.5% | +22.2% | -8.7% | +8.3% |
| 3Y | +80.3% | +26.6% | +53.7% | +73.1% |
| All | +80.3% | +27.3% | +53.0% | +73.1% |
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 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