-48.5%
AAPD vs SPY
+92.1%
-140.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | -0.4% |
| 7D | +3.1% | -0.4% | +3.4% | +2.7% |
| 30D | -2.1% | -1.4% | -0.8% | -3.6% |
| 3M | -8.8% | +3.7% | -12.5% | -4.8% |
| 6M | -18.3% | +13.0% | -31.3% | -5.1% |
| YTD | -14.7% | +12.4% | -27.1% | -1.3% |
| 1Y | -26.0% | +18.5% | -44.5% | -8.3% |
| 3Y | -44.2% | +77.6% | -121.8% | +22.7% |
| All | -48.5% | +92.1% | -140.5% | +33.5% |
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