-0.4%
AAPG vs SPY
+27.2%
-27.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | +3.0% | -0.4% | +3.3% | +3.3% |
| 30D | -8.2% | -1.4% | -6.8% | -7.2% |
| 3M | +1.4% | +3.7% | -2.3% | -1.0% |
| 6M | -26.9% | +13.0% | -39.9% | -32.6% |
| YTD | -34.0% | +12.4% | -46.4% | -38.9% |
| 1Y | -57.2% | +18.5% | -75.7% | -61.3% |
| All | -0.4% | +27.2% | -27.6% | -17.4% |
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 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