-54.3%
AAPD vs SPY
+90.5%
-144.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.7% |
| 7D | -4.0% | +2.6% | -6.6% | -1.1% |
| 30D | -3.8% | -2.0% | -1.8% | -5.7% |
| 3M | -14.0% | -2.8% | -11.2% | -16.4% |
| 6M | -16.8% | +2.1% | -18.9% | -14.3% |
| YTD | -24.4% | +11.5% | -35.9% | -13.1% |
| 1Y | -23.6% | +13.5% | -37.0% | -10.2% |
| 3Y | -49.0% | +77.7% | -126.7% | +12.3% |
| All | -54.3% | +90.5% | -144.8% | +17.7% |
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