+355.7%
SU vs APD
+24.4%
+331.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.7% | -3.5% | +5.1% | +2.8% |
| 30D | +9.6% | -5.1% | +14.7% | +11.4% |
| 3M | +11.7% | +6.9% | +4.9% | +8.9% |
| 6M | +21.9% | +8.1% | +13.8% | +18.2% |
| YTD | +58.6% | +21.2% | +37.4% | +47.4% |
| 1Y | +66.5% | +4.9% | +61.7% | +62.2% |
| 3Y | +121.4% | +6.3% | +115.1% | +111.1% |
| 5Y | +355.7% | +24.3% | +331.5% | +294.9% |
| All | +355.7% | +24.4% | +331.3% | +294.9% |
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