+15.0%
APAM vs SPY
+67.4%
-52.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -2.0% |
| 7D | +7.0% | -2.7% | +9.7% | +10.2% |
| 30D | +15.9% | -5.4% | +21.3% | +23.2% |
| 3M | -7.3% | -4.1% | -3.3% | -3.2% |
| 6M | +7.6% | +0.7% | +6.9% | +5.9% |
| YTD | +3.7% | +8.7% | -5.0% | -6.8% |
| 1Y | -3.5% | +10.9% | -14.4% | -15.4% |
| 3Y | +40.0% | +75.0% | -35.0% | -28.8% |
| All | +15.0% | +67.4% | -52.4% | -37.1% |
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