+14.8%
APOG vs SPY
+72.2%
-57.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +4.3% | -0.6% | +4.9% | +5.0% |
| 30D | +18.6% | -3.7% | +22.3% | +23.4% |
| 3M | +13.2% | -2.7% | +16.0% | +16.7% |
| 6M | +33.3% | +2.2% | +31.1% | +30.3% |
| YTD | +35.1% | +10.8% | +24.3% | +21.5% |
| 1Y | +43.6% | +11.2% | +32.3% | +28.4% |
| 3Y | +14.7% | +76.5% | -61.8% | -36.5% |
| 5Y | +14.8% | +72.9% | -58.1% | -33.4% |
| All | +14.8% | +72.2% | -57.4% | -33.4% |
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