+257.6%
APAM vs SPY
+311.8%
-54.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -5.9% |
| 7D | -4.9% | -0.9% | -4.0% | -4.1% |
| 30D | +18.7% | -2.4% | +21.0% | +21.8% |
| 3M | -9.4% | -1.2% | -8.3% | -8.7% |
| 6M | +6.5% | +3.3% | +3.2% | +1.2% |
| YTD | +2.0% | +12.3% | -10.3% | -12.9% |
| 1Y | -6.1% | +12.4% | -18.6% | -20.1% |
| 3Y | +35.6% | +78.8% | -43.2% | -36.7% |
| 5Y | +15.4% | +75.2% | -59.7% | -44.1% |
| 10Y | +257.6% | +311.1% | -53.5% | -40.1% |
| All | +257.6% | +311.8% | -54.1% | -40.1% |
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