+162.5%
APG vs SPY
+82.0%
+80.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -4.2% | +0.1% | -4.2% | -4.2% |
| 3M | -5.6% | +2.0% | -7.6% | -7.9% |
| 6M | -7.2% | +13.0% | -20.2% | -20.2% |
| YTD | +4.7% | +13.5% | -8.9% | -10.5% |
| 1Y | +14.3% | +20.0% | -5.6% | -8.5% |
| 3Y | +111.4% | +77.2% | +34.2% | +3.5% |
| All | +162.5% | +82.0% | +80.5% | +24.5% |
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