+34.3%
AP vs SPY
+2,954.7%
-2,920.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | -23.5% | -2.7% | -20.8% | -21.3% |
| 30D | -36.1% | -5.4% | -30.7% | -32.3% |
| 3M | -37.9% | -4.1% | -33.8% | -35.0% |
| 6M | -51.0% | +0.7% | -51.7% | -50.5% |
| YTD | +10.5% | +8.7% | +1.8% | +5.7% |
| 1Y | +205.2% | +10.9% | +194.3% | +186.4% |
| 3Y | +105.9% | +75.0% | +31.0% | +30.2% |
| 5Y | +17.3% | +67.8% | -50.5% | -25.1% |
| 10Y | -43.0% | +312.9% | -355.8% | -85.0% |
| All | +34.3% | +2,954.7% | -2,920.4% | -87.7% |
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