+531.0%
APGE vs SPY
+71.3%
+459.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +1.1% |
| 7D | +0.2% | -1.5% | +1.8% | +2.1% |
| 30D | +51.5% | +0.6% | +50.9% | +50.0% |
| 3M | +45.3% | +4.9% | +40.4% | +36.4% |
| 6M | +65.9% | +8.0% | +57.8% | +49.8% |
| YTD | +77.5% | +9.6% | +67.9% | +57.4% |
| 1Y | +243.5% | +19.7% | +223.8% | +173.2% |
| 3Y | +544.0% | +71.1% | +472.9% | +236.2% |
| All | +531.0% | +71.3% | +459.7% | +229.8% |
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