+25.4%
APA vs SPMO
+572.4%
-547.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -4.6% |
| 7D | +0.5% | +2.0% | -1.5% | -1.3% |
| 30D | +23.4% | -0.4% | +23.8% | +23.2% |
| 3M | +12.7% | -1.9% | +14.6% | +10.8% |
| 6M | +39.4% | +25.0% | +14.4% | +5.1% |
| YTD | +79.0% | +26.0% | +52.9% | +33.1% |
| 1Y | +88.8% | +28.7% | +60.2% | +36.5% |
| 3Y | +6.4% | +160.9% | -154.6% | -65.1% |
| 5Y | +153.0% | +147.9% | +5.1% | -9.2% |
| 10Y | +7.5% | +518.9% | -511.4% | -78.6% |
| All | +25.4% | +572.4% | -547.0% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling