+83.1%
SPYM vs APD
+27.6%
+55.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.7% |
| 30D | +0.1% | +2.1% | -2.0% | -0.6% |
| 3M | +2.0% | +7.2% | -5.1% | -0.3% |
| 6M | +13.1% | +11.2% | +1.8% | +8.9% |
| YTD | +13.6% | +24.4% | -10.8% | +5.4% |
| 1Y | +20.1% | +6.7% | +13.4% | +16.7% |
| 3Y | +77.6% | +9.2% | +68.3% | +68.9% |
| All | +83.1% | +27.6% | +55.6% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling