+98.9%
AAPB vs SPY
+90.9%
+8.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +8.4% |
| 7D | -1.3% | -2.0% | +0.7% | +2.9% |
| 30D | +13.6% | -1.7% | +15.3% | +17.5% |
| 3M | +19.6% | +4.7% | +14.9% | +6.8% |
| 6M | +45.7% | +12.5% | +33.2% | +11.0% |
| YTD | +30.8% | +11.7% | +19.0% | +1.5% |
| 1Y | +82.2% | +17.5% | +64.7% | +26.2% |
| 3Y | +110.2% | +76.6% | +33.7% | -36.3% |
| All | +98.9% | +90.9% | +8.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling