+226.7%
APAM vs SPY
+498.1%
-271.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | +3.8% |
| 7D | +9.3% | -4.7% | +14.0% | +15.9% |
| 30D | +13.7% | -5.9% | +19.6% | +22.3% |
| 3M | -5.2% | -4.5% | -0.7% | 0.0% |
| 6M | +10.2% | +1.8% | +8.4% | +6.8% |
| YTD | +5.4% | +8.3% | -2.9% | -5.5% |
| 1Y | -1.8% | +9.3% | -11.1% | -13.1% |
| 3Y | +40.7% | +74.9% | -34.2% | -31.6% |
| 5Y | +20.7% | +67.3% | -46.5% | -37.2% |
| 10Y | +302.3% | +311.6% | -9.3% | -27.7% |
| All | +226.7% | +498.1% | -271.4% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling