-49.1%
AAPD vs SPY
+94.0%
-143.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.2% |
| 7D | 0.0% | +0.1% | -0.1% | +0.1% |
| 30D | -2.4% | +0.1% | -2.5% | -2.3% |
| 3M | -3.6% | +2.0% | -5.6% | -1.4% |
| 6M | -18.4% | +13.0% | -31.4% | -5.3% |
| YTD | -15.8% | +13.5% | -29.3% | -1.5% |
| 1Y | -25.2% | +20.0% | -45.2% | -6.0% |
| 3Y | -41.4% | +77.2% | -118.6% | +28.2% |
| All | -49.1% | +94.0% | -143.2% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling