+18.8%
AP vs SPY
+72.9%
-54.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.5% |
| 7D | -20.6% | +0.1% | -20.7% | -20.4% |
| 30D | -35.1% | -3.3% | -31.8% | -32.5% |
| 3M | -36.9% | -2.4% | -34.5% | -34.8% |
| 6M | -50.8% | +2.6% | -53.4% | -51.1% |
| YTD | +12.6% | +11.2% | +1.3% | +5.5% |
| 1Y | +224.3% | +13.4% | +210.9% | +199.2% |
| 3Y | +114.3% | +79.9% | +34.4% | +50.8% |
| All | +18.8% | +72.9% | -54.0% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling