+286.4%
APAM vs SPY
+312.9%
-26.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -2.0% |
| 7D | +7.0% | -2.7% | +9.7% | +10.5% |
| 30D | +15.9% | -5.4% | +21.3% | +23.9% |
| 3M | -7.3% | -4.1% | -3.3% | -2.8% |
| 6M | +7.6% | +0.7% | +6.9% | +5.7% |
| YTD | +3.7% | +8.7% | -5.0% | -7.6% |
| 1Y | -3.5% | +10.9% | -14.4% | -16.3% |
| 3Y | +40.0% | +75.0% | -35.0% | -32.8% |
| 5Y | +18.8% | +67.8% | -49.0% | -39.1% |
| All | +286.4% | +312.9% | -26.4% | -35.8% |
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