+67.5%
SU vs APD
+4.7%
+62.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.7% | -3.5% | +5.1% | +2.0% |
| 30D | +9.6% | -5.1% | +14.7% | +10.2% |
| 3M | +11.7% | +6.9% | +4.9% | +10.6% |
| 6M | +21.9% | +8.1% | +13.8% | +20.8% |
| YTD | +58.6% | +21.2% | +37.4% | +55.3% |
| All | +67.5% | +4.7% | +62.8% | +57.1% |
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 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