+98.0%
AP vs SPY
+3,091.8%
-2,993.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -8.1% | +0.1% | -8.1% | -8.1% |
| 3M | -21.4% | +2.0% | -23.4% | -22.2% |
| 6M | -7.3% | +13.0% | -20.3% | -15.3% |
| YTD | +62.9% | +13.5% | +49.3% | +48.6% |
| 1Y | +210.0% | +20.0% | +190.0% | +168.9% |
| 3Y | +160.7% | +77.2% | +83.5% | +61.7% |
| 5Y | +87.5% | +81.9% | +5.6% | +10.4% |
| 10Y | -24.7% | +314.1% | -338.8% | -80.3% |
| All | +98.0% | +3,091.8% | -2,993.8% | -82.7% |
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