-4.9%
APA vs SPG
+61.5%
-66.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +15.7% | -4.9% | +20.7% | +19.6% |
| 3M | +16.5% | +3.3% | +13.1% | +13.1% |
| 6M | +35.1% | +11.2% | +23.9% | +23.0% |
| YTD | +82.2% | +17.1% | +65.2% | +59.7% |
| 1Y | +102.5% | +21.6% | +80.9% | +72.2% |
| 3Y | +10.3% | +111.9% | -101.6% | -37.3% |
| 5Y | +166.1% | +106.9% | +59.2% | +50.8% |
| 10Y | -4.9% | +62.2% | -67.1% | -40.1% |
| All | -4.9% | +61.5% | -66.4% | -40.1% |
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