+259.8%
AP vs SPY
+13.0%
+246.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.3% | +6.6% | +4.5% |
| 7D | +6.2% | -0.9% | +7.1% | +9.9% |
| 30D | -20.2% | -2.4% | -17.9% | -13.9% |
| 3M | -25.1% | -1.2% | -24.0% | -21.6% |
| 6M | -38.1% | +3.3% | -41.4% | -41.3% |
| YTD | +37.7% | +12.3% | +25.4% | +10.9% |
| 1Y | +259.8% | +12.4% | +247.4% | +187.9% |
| All | +259.8% | +13.0% | +246.9% | +187.9% |
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 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