+35.7%
AP vs SPY
+2,945.2%
-2,909.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.4% | -9.5% | -9.8% |
| 7D | -29.5% | -4.7% | -24.8% | -26.0% |
| 30D | -36.8% | -5.9% | -30.9% | -32.8% |
| 3M | -37.0% | -4.5% | -32.4% | -33.7% |
| 6M | -47.1% | +1.8% | -48.9% | -47.0% |
| YTD | +11.6% | +8.3% | +3.3% | +7.1% |
| 1Y | +206.7% | +9.3% | +197.4% | +191.5% |
| 3Y | +120.4% | +74.9% | +45.5% | +39.4% |
| 5Y | +18.5% | +67.3% | -48.7% | -24.1% |
| 10Y | -42.4% | +311.6% | -354.0% | -84.8% |
| All | +35.7% | +2,945.2% | -2,909.5% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling