+176.0%
APA vs SPYG
+528.0%
-352.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.4% |
| 7D | +8.5% | +2.3% | +6.2% | +6.4% |
| 30D | +2.8% | -6.5% | +9.2% | +8.0% |
| 3M | +21.7% | -6.8% | +28.6% | +27.9% |
| 6M | +32.6% | -3.1% | +35.8% | +32.8% |
| YTD | +103.7% | +8.0% | +95.7% | +81.6% |
| 1Y | +101.8% | +10.2% | +91.6% | +76.4% |
| 3Y | +48.1% | +91.0% | -42.9% | -21.5% |
| 5Y | +91.9% | +67.7% | +24.1% | +13.0% |
| 10Y | +8.4% | +393.9% | -385.5% | -71.6% |
| All | +176.0% | +528.0% | -352.0% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling