+527.0%
APG vs SPY
+182.9%
+344.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | +6.4% | +2.6% | +3.8% | +3.2% |
| 30D | +8.6% | -2.0% | +10.6% | +11.4% |
| 3M | 0.0% | -2.8% | +2.8% | +3.6% |
| 6M | +0.5% | +2.1% | -1.7% | -2.0% |
| YTD | +13.6% | +11.5% | +2.1% | -0.1% |
| 1Y | +15.8% | +13.5% | +2.4% | -0.2% |
| 3Y | +131.4% | +77.7% | +53.7% | +16.1% |
| 5Y | +154.6% | +72.6% | +82.0% | +33.3% |
| All | +527.0% | +182.9% | +344.0% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling