-0.1%
APA vs SPG
+117.2%
-117.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +0.9% |
| 7D | -5.5% | +5.6% | -11.1% | -9.1% |
| 30D | -1.2% | +17.6% | -18.7% | -11.8% |
| 3M | +10.6% | +7.5% | +3.1% | +4.7% |
| 6M | +28.4% | +18.5% | +9.9% | +12.6% |
| YTD | +89.7% | +30.9% | +58.8% | +53.3% |
| 1Y | +90.6% | +34.1% | +56.5% | +51.4% |
| 3Y | +36.9% | +135.5% | -98.6% | -28.0% |
| 5Y | +83.2% | +86.5% | -3.3% | +11.3% |
| 10Y | -0.1% | +116.1% | -116.2% | -43.2% |
| All | -0.1% | +117.2% | -117.3% | -43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling