+107.2%
APA vs SPG
+34.3%
+72.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.9% | -9.8% | -5.9% |
| 7D | -13.0% | +8.2% | -21.1% | -10.8% |
| 30D | +2.0% | +13.5% | -11.5% | +5.9% |
| 3M | +24.9% | +2.2% | +22.7% | +25.4% |
| 6M | +7.2% | +15.9% | -8.7% | +13.2% |
| YTD | +87.1% | +27.6% | +59.5% | +93.4% |
| 1Y | +107.2% | +30.9% | +76.2% | +111.6% |
| All | +107.2% | +34.3% | +72.9% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling