+69.8%
APA vs SPG
+74.6%
-4.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.2% |
| 7D | -15.5% | +4.9% | -20.4% | -17.9% |
| 30D | +2.4% | +15.6% | -13.2% | -6.0% |
| 3M | +22.8% | +4.1% | +18.7% | +19.5% |
| 6M | +17.9% | +13.6% | +4.4% | +8.1% |
| YTD | +87.7% | +27.5% | +60.1% | +57.8% |
| 1Y | +94.2% | +32.2% | +62.0% | +59.3% |
| 3Y | +27.2% | +126.0% | -98.8% | -28.4% |
| All | +69.8% | +74.6% | -4.8% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling