-6.1%
APAM vs SPY
+13.0%
-19.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -5.2% |
| 7D | -4.9% | -0.9% | -4.0% | -4.3% |
| 30D | +18.7% | -2.4% | +21.0% | +20.8% |
| 3M | -9.4% | -1.2% | -8.3% | -8.8% |
| 6M | +6.5% | +3.3% | +3.2% | +2.6% |
| YTD | +2.0% | +12.3% | -10.3% | -9.3% |
| 1Y | -6.1% | +12.4% | -18.6% | -16.7% |
| All | -6.1% | +13.0% | -19.1% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling