+1.4%
AAPG vs SPY
+28.5%
-27.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +4.5% | +0.1% | +4.5% | +4.6% |
| 3M | -3.6% | +2.0% | -5.6% | -4.8% |
| 6M | -20.8% | +13.0% | -33.8% | -27.1% |
| YTD | -32.9% | +13.5% | -46.4% | -38.3% |
| 1Y | -54.3% | +20.0% | -74.3% | -59.2% |
| All | +1.4% | +28.5% | -27.1% | -16.5% |
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 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