+6.3%
APMU vs SPY
+95.1%
-88.7%
-4.4%
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% | 0.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | -0.7% | +2.0% | -2.7% | -0.8% |
| 6M | -1.3% | +13.0% | -14.3% | -1.5% |
| YTD | -0.2% | +13.5% | -13.8% | -0.4% |
| 1Y | +1.2% | +20.0% | -18.8% | +0.9% |
| 3Y | +8.8% | +77.2% | -68.4% | +6.7% |
| All | +6.3% | +95.1% | -88.7% | +3.8% |
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