+114.3%
AP vs SPY
+78.0%
+36.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -1.8% |
| 7D | -20.6% | +0.1% | -20.7% | -20.4% |
| 30D | -35.1% | -3.3% | -31.8% | -31.1% |
| 3M | -36.9% | -2.4% | -34.5% | -33.8% |
| 6M | -50.8% | +2.6% | -53.4% | -51.4% |
| YTD | +12.6% | +11.2% | +1.3% | +1.4% |
| 1Y | +224.3% | +13.4% | +210.9% | +185.0% |
| 3Y | +114.3% | +79.9% | +34.4% | +51.1% |
| All | +114.3% | +78.0% | +36.3% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling