+13.8%
APCB vs SPY
+75.1%
-61.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.2% |
| 30D | +2.1% | -5.4% | +7.5% | +2.4% |
| 3M | -0.9% | -4.1% | +3.2% | -0.7% |
| 6M | -1.4% | +0.7% | -2.1% | -1.5% |
| YTD | -0.9% | +8.7% | -9.6% | -1.3% |
| 1Y | -0.5% | +10.9% | -11.4% | -1.0% |
| 3Y | +13.8% | +75.0% | -61.2% | +5.6% |
| All | +13.8% | +75.1% | -61.3% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling