+238.7%
AP vs SPY
+14.6%
+224.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.7% | -10.0% | -12.7% |
| 7D | -20.3% | -0.7% | -19.6% | -18.7% |
| 30D | -28.4% | -1.0% | -27.4% | -26.1% |
| 3M | -23.2% | -0.3% | -22.9% | -22.2% |
| 6M | -33.9% | +7.3% | -41.2% | -43.2% |
| YTD | +29.6% | +13.3% | +16.3% | +0.8% |
| 1Y | +238.7% | +14.8% | +223.9% | +163.1% |
| All | +238.7% | +14.6% | +224.1% | +163.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling