+63,606.1%
SU vs APD
+6,473.2%
+57,132.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +1.7% | +3.8% | -2.1% | -0.6% |
| 30D | -7.9% | +8.2% | -16.1% | -12.3% |
| 3M | +7.5% | +4.3% | +3.3% | +4.5% |
| 6M | +7.2% | +4.7% | +2.5% | +3.0% |
| YTD | +60.9% | +31.5% | +29.4% | +33.4% |
| 1Y | +63.6% | +23.5% | +40.1% | +40.1% |
| 3Y | +128.9% | +29.1% | +99.8% | +81.1% |
| 5Y | +228.3% | +15.9% | +212.4% | +169.2% |
| 10Y | +240.6% | +191.9% | +48.6% | +49.1% |
| All | +63,606.1% | +6,473.2% | +57,132.8% | +1,646.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling