+28.6%
APOG vs SPY
+304.1%
-275.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +4.3% | -0.6% | +4.9% | +5.1% |
| 30D | +18.6% | -3.7% | +22.3% | +24.5% |
| 3M | +13.2% | -2.7% | +16.0% | +17.4% |
| 6M | +33.3% | +2.2% | +31.1% | +29.4% |
| YTD | +35.1% | +10.8% | +24.3% | +18.1% |
| 1Y | +43.6% | +11.2% | +32.3% | +24.7% |
| 3Y | +14.7% | +76.5% | -61.8% | -46.4% |
| 5Y | +14.8% | +72.9% | -58.1% | -44.9% |
| 10Y | +28.6% | +304.8% | -276.2% | -80.3% |
| All | +28.6% | +304.1% | -275.5% | -80.3% |
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