+108.0%
AP vs SPY
+74.5%
+33.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.4% | -9.5% | -6.9% |
| 7D | -29.5% | -4.7% | -24.8% | -23.5% |
| 30D | -36.8% | -5.9% | -30.9% | -29.9% |
| 3M | -37.0% | -4.5% | -32.4% | -31.5% |
| 6M | -47.1% | +1.8% | -48.9% | -46.8% |
| YTD | +11.6% | +8.3% | +3.3% | +4.9% |
| 1Y | +206.7% | +9.3% | +197.4% | +184.3% |
| All | +108.0% | +74.5% | +33.5% | +49.5% |
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 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