+25.3%
APAM vs SPY
+82.0%
-56.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -0.9% | +0.1% | -1.0% | -1.1% |
| 3M | +13.1% | +2.0% | +11.1% | +10.2% |
| 6M | +8.0% | +13.0% | -5.0% | -7.0% |
| YTD | +10.2% | +13.5% | -3.4% | -5.6% |
| 1Y | -2.5% | +20.0% | -22.5% | -22.1% |
| 3Y | +36.8% | +77.2% | -40.4% | -31.7% |
| All | +25.3% | +82.0% | -56.7% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling