+15.0%
APAM vs SPY
+72.1%
-57.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.3% |
| 7D | -1.8% | +2.6% | -4.4% | -4.8% |
| 30D | +21.1% | -2.0% | +23.1% | +23.4% |
| 3M | -8.2% | -2.8% | -5.4% | -5.7% |
| 6M | +8.5% | +2.1% | +6.3% | +4.9% |
| YTD | +1.9% | +11.5% | -9.6% | -11.2% |
| 1Y | -2.6% | +13.5% | -16.0% | -16.9% |
| 3Y | +35.7% | +77.7% | -42.0% | -32.2% |
| All | +15.0% | +72.1% | -57.1% | -39.4% |
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