+617.4%
APA vs SPG
+5,256.9%
-4,639.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.7% |
| 7D | +0.5% | -2.4% | +2.9% | +1.7% |
| 30D | +23.4% | -6.8% | +30.2% | +27.4% |
| 3M | +12.7% | +2.7% | +10.0% | +10.7% |
| 6M | +39.4% | +5.5% | +34.0% | +34.1% |
| YTD | +79.0% | +15.7% | +63.2% | +64.6% |
| 1Y | +88.8% | +20.9% | +68.0% | +69.7% |
| 3Y | +6.4% | +112.4% | -106.0% | -27.0% |
| 5Y | +153.0% | +101.4% | +51.6% | +77.6% |
| 10Y | +7.5% | +60.6% | -53.1% | -20.1% |
| All | +617.4% | +5,256.9% | -4,639.5% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling