+72.7%
SPYM vs APD
+12.1%
+60.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.8% |
| 7D | +0.1% | -1.6% | +1.6% | +0.6% |
| 30D | -3.3% | +10.6% | -13.9% | -6.1% |
| 3M | -2.4% | +2.5% | -4.9% | -3.2% |
| 6M | +2.6% | +6.0% | -3.4% | +0.5% |
| YTD | +11.3% | +28.4% | -17.1% | +2.2% |
| 1Y | +13.5% | +22.2% | -8.7% | +5.6% |
| 3Y | +80.3% | +26.6% | +53.7% | +62.5% |
| 5Y | +72.7% | +11.8% | +61.0% | +51.1% |
| All | +72.7% | +12.1% | +60.6% | +51.1% |
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 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