-2.6%
APA vs SPY
+312.5%
-315.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.6% |
| 7D | +0.3% | -0.4% | +0.7% | +0.8% |
| 30D | +9.3% | -1.4% | +10.7% | +11.2% |
| 3M | +23.3% | +3.7% | +19.6% | +15.3% |
| 6M | +39.5% | +13.0% | +26.5% | +12.5% |
| YTD | +87.6% | +12.4% | +75.2% | +52.0% |
| 1Y | +114.2% | +18.5% | +95.7% | +59.3% |
| 3Y | +13.6% | +77.6% | -64.1% | -54.9% |
| 5Y | +175.6% | +81.7% | +93.9% | +6.2% |
| 10Y | -2.6% | +319.7% | -322.3% | -87.8% |
| All | -2.6% | +312.5% | -315.2% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling