+87.8%
APA vs SPMO
+117.5%
-29.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +9.6% | +9.8% | -0.2% | +2.7% |
| 30D | -0.2% | -9.2% | +9.0% | +6.2% |
| 3M | +19.8% | -11.0% | +30.8% | +28.6% |
| 6M | +30.1% | -6.6% | +36.7% | +29.5% |
| YTD | +100.4% | +13.3% | +87.1% | +60.8% |
| 1Y | +105.2% | +12.7% | +92.5% | +65.1% |
| 3Y | +44.6% | +127.5% | -82.9% | -55.9% |
| All | +87.8% | +117.5% | -29.7% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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