-0.1%
APA vs SPY
+304.1%
-304.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.8% |
| 7D | -5.5% | -0.6% | -5.0% | -5.3% |
| 30D | -1.2% | -3.7% | +2.5% | +3.3% |
| 3M | +10.6% | -2.7% | +13.3% | +13.6% |
| 6M | +28.4% | +2.2% | +26.2% | +21.1% |
| YTD | +89.7% | +10.8% | +78.9% | +55.2% |
| 1Y | +90.6% | +11.2% | +79.4% | +54.7% |
| 3Y | +36.9% | +76.5% | -39.6% | -45.3% |
| 5Y | +83.2% | +72.9% | +10.3% | -24.6% |
| 10Y | -0.1% | +304.8% | -304.9% | -85.7% |
| All | -0.1% | +304.1% | -304.2% | -85.7% |
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