+129.7%
AAPB vs SPY
+91.2%
+38.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | +0.2% |
| 7D | +6.0% | +3.3% | +2.7% | -0.8% |
| 30D | +6.6% | -2.7% | +9.3% | +12.5% |
| 3M | +33.7% | -1.7% | +35.5% | +38.0% |
| 6M | +34.2% | +3.1% | +31.1% | +23.2% |
| YTD | +51.1% | +11.9% | +39.2% | +16.3% |
| 1Y | +48.1% | +12.0% | +36.1% | +13.6% |
| 3Y | +129.3% | +78.2% | +51.1% | -32.3% |
| All | +129.7% | +91.2% | +38.5% | -40.2% |
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