+27.2%
APA vs SPY
+75.1%
-47.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | -15.5% | -2.7% | -12.8% | -13.9% |
| 30D | +2.4% | -5.4% | +7.8% | +6.5% |
| 3M | +22.8% | -4.1% | +26.9% | +26.1% |
| 6M | +17.9% | +0.7% | +17.2% | +15.1% |
| YTD | +87.7% | +8.7% | +79.0% | +67.5% |
| 1Y | +94.2% | +10.9% | +83.3% | +68.6% |
| 3Y | +27.2% | +75.0% | -47.8% | -35.9% |
| All | +27.2% | +75.1% | -47.9% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling