+85.6%
AAPB vs SPY
+92.1%
-6.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.5% |
| 7D | -6.1% | -0.4% | -5.8% | -5.3% |
| 30D | +3.9% | -1.4% | +5.3% | +6.9% |
| 3M | +13.1% | +3.7% | +9.4% | +3.3% |
| 6M | +37.0% | +13.0% | +24.0% | +3.5% |
| YTD | +22.0% | +12.4% | +9.6% | -6.4% |
| 1Y | +59.0% | +18.5% | +40.5% | +8.1% |
| 3Y | +96.2% | +77.6% | +18.6% | -41.3% |
| All | +85.6% | +92.1% | -6.5% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling