+125.0%
SU vs APD
+5.0%
+120.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +2.2% | -3.3% | +5.5% | +3.0% |
| 30D | +8.4% | -4.2% | +12.6% | +9.4% |
| 3M | +12.1% | +5.4% | +6.7% | +10.4% |
| 6M | +19.7% | +6.3% | +13.4% | +17.6% |
| YTD | +58.4% | +20.3% | +38.1% | +50.7% |
| 1Y | +67.2% | +1.6% | +65.6% | +65.8% |
| 3Y | +125.0% | +4.0% | +121.0% | +121.7% |
| All | +125.0% | +5.0% | +120.0% | +121.7% |
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 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