+90.6%
APA vs SPG
+33.1%
+57.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.5% |
| 7D | -5.5% | +5.6% | -11.1% | -3.8% |
| 30D | -1.2% | +17.6% | -18.7% | +3.7% |
| 3M | +10.6% | +7.5% | +3.1% | +12.7% |
| 6M | +28.4% | +18.5% | +9.9% | +36.2% |
| YTD | +89.7% | +30.9% | +58.8% | +96.2% |
| 1Y | +90.6% | +34.1% | +56.5% | +94.0% |
| All | +90.6% | +33.1% | +57.5% | +94.0% |
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