+8.1%
APA vs SPG
+111.2%
-103.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +0.5% | -2.4% | +2.9% | +1.6% |
| 30D | +23.4% | -6.8% | +30.2% | +27.3% |
| 3M | +12.7% | +2.7% | +10.0% | +10.4% |
| 6M | +39.4% | +5.5% | +34.0% | +33.8% |
| YTD | +79.0% | +15.7% | +63.2% | +61.7% |
| 1Y | +88.8% | +20.9% | +68.0% | +65.3% |
| All | +8.1% | +111.2% | -103.1% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling