+3,176.3%
APD vs SPY
+3,027.0%
+149.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | -0.1% |
| 7D | -1.6% | +0.1% | -1.6% | -1.7% |
| 30D | +10.6% | -3.3% | +13.9% | +13.8% |
| 3M | +2.5% | -2.4% | +4.9% | +4.5% |
| 6M | +6.0% | +2.6% | +3.4% | +2.9% |
| YTD | +28.4% | +11.2% | +17.2% | +15.4% |
| 1Y | +22.2% | +13.4% | +8.8% | +7.8% |
| 3Y | +26.6% | +79.9% | -53.3% | -27.4% |
| 5Y | +11.8% | +72.2% | -60.4% | -34.0% |
| 10Y | +187.8% | +307.3% | -119.6% | -22.2% |
| All | +3,176.3% | +3,027.0% | +149.3% | +36.2% |
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