+175.6%
APA vs SPYG
+83.9%
+91.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.2% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +9.3% | -1.7% | +11.0% | +10.4% |
| 3M | +23.3% | +3.6% | +19.7% | +19.3% |
| 6M | +39.5% | +16.6% | +22.9% | +22.2% |
| YTD | +87.6% | +13.4% | +74.2% | +67.3% |
| 1Y | +114.2% | +19.6% | +94.6% | +82.0% |
| 3Y | +13.6% | +99.8% | -86.2% | -38.0% |
| 5Y | +175.6% | +85.0% | +90.6% | +65.6% |
| All | +175.6% | +83.9% | +91.7% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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