+86.2%
SU vs APD
+36.4%
+49.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.7% |
| 7D | -7.1% | +3.8% | -10.9% | -7.5% |
| 30D | +4.8% | +14.1% | -9.4% | +3.1% |
| 3M | +12.5% | +8.2% | +4.3% | +11.3% |
| 6M | +6.5% | +7.5% | -1.1% | +5.6% |
| YTD | +65.8% | +31.7% | +34.1% | +60.6% |
| 1Y | +86.2% | +35.1% | +51.1% | +79.8% |
| All | +86.2% | +36.4% | +49.8% | +79.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling