+477.5%
APG vs SPY
+188.1%
+289.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 6M | -7.2% | +13.0% | -20.2% | -19.8% |
| YTD | +4.7% | +13.5% | -8.9% | -10.1% |
| 1Y | +14.3% | +20.0% | -5.6% | -7.9% |
| 3Y | +111.4% | +77.2% | +34.2% | +6.5% |
| 5Y | +156.7% | +81.9% | +74.8% | +26.5% |
| All | +477.5% | +188.1% | +289.4% | +78.5% |
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 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