+652.4%
APA vs SPG
+5,805.1%
-5,152.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -15.5% | +4.9% | -20.4% | -17.5% |
| 30D | +2.4% | +15.6% | -13.2% | -4.6% |
| 3M | +22.8% | +4.1% | +18.7% | +20.0% |
| 6M | +17.9% | +13.6% | +4.4% | +10.0% |
| YTD | +87.7% | +27.5% | +60.1% | +64.4% |
| 1Y | +94.2% | +32.2% | +62.0% | +67.2% |
| 3Y | +27.2% | +126.0% | -98.8% | -15.3% |
| 5Y | +74.1% | +74.7% | -0.6% | +29.8% |
| 10Y | +2.6% | +112.8% | -110.2% | -31.8% |
| All | +652.4% | +5,805.1% | -5,152.7% | +146.4% |
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 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