+126.8%
SU vs APD
+29.6%
+97.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +0.3% | +2.2% | -1.8% | -0.1% |
| 30D | -7.9% | +9.4% | -17.3% | -9.6% |
| 3M | +9.2% | +4.7% | +4.5% | +8.0% |
| 6M | +5.5% | +5.5% | 0.0% | +4.0% |
| YTD | +59.5% | +31.4% | +28.1% | +49.2% |
| 1Y | +59.9% | +24.1% | +35.8% | +51.5% |
| All | +126.8% | +29.6% | +97.2% | +110.2% |
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