+61,246.2%
SU vs APD
+6,115.6%
+55,130.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | +3.6% | -2.2% | +5.8% | +4.9% |
| 30D | +7.9% | +2.1% | +5.8% | +6.3% |
| 3M | +3.5% | +7.2% | -3.7% | -1.8% |
| 6M | +19.0% | +11.2% | +7.7% | +10.2% |
| YTD | +55.0% | +24.4% | +30.6% | +33.2% |
| 1Y | +71.2% | +6.7% | +64.5% | +59.7% |
| 3Y | +117.4% | +9.2% | +108.2% | +90.0% |
| 5Y | +335.2% | +27.4% | +307.8% | +235.7% |
| 10Y | +248.7% | +164.8% | +83.9% | +62.5% |
| All | +61,246.2% | +6,115.6% | +55,130.6% | +1,643.9% |
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 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