-15.9%
AAPG vs SPY
+26.1%
-42.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | -5.2% | +2.6% | -7.8% | -7.2% |
| 30D | -1.5% | -2.0% | +0.4% | -0.1% |
| 3M | -23.1% | -2.8% | -20.3% | -21.4% |
| 6M | -31.6% | +2.1% | -33.8% | -32.4% |
| YTD | -44.3% | +11.5% | -55.8% | -48.1% |
| 1Y | -56.6% | +13.5% | -70.0% | -60.0% |
| All | -15.9% | +26.1% | -42.0% | -29.8% |
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