+57.9%
AAPY vs SPY
+90.4%
-32.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -3.8% | -0.4% | -3.4% | -3.4% |
| 30D | +2.7% | -1.4% | +4.0% | +3.9% |
| 3M | +7.0% | +3.7% | +3.3% | +3.1% |
| 6M | +21.3% | +13.0% | +8.3% | +7.8% |
| YTD | +14.1% | +12.4% | +1.7% | +2.0% |
| 1Y | +26.1% | +18.5% | +7.6% | +7.0% |
| All | +57.9% | +90.4% | -32.5% | -5.9% |
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