+17.9%
APA vs SPG
+14.6%
+3.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.9% |
| 7D | -15.5% | +4.9% | -20.4% | -14.1% |
| 30D | +2.4% | +15.6% | -13.2% | +6.3% |
| 3M | +22.8% | +4.1% | +18.7% | +23.2% |
| 6M | +17.9% | +13.6% | +4.4% | +24.4% |
| All | +17.9% | +14.6% | +3.4% | +24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling