+12.3%
APOG vs SPY
+72.1%
-59.8%
-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 | +3.1% | +2.6% | +0.5% | +0.4% |
| 30D | +16.8% | -2.0% | +18.8% | +19.3% |
| 3M | +11.5% | -2.8% | +14.3% | +15.0% |
| 6M | +35.8% | +2.1% | +33.6% | +32.8% |
| YTD | +33.3% | +11.5% | +21.8% | +19.0% |
| 1Y | +44.2% | +13.5% | +30.7% | +26.3% |
| 3Y | +13.9% | +77.7% | -63.8% | -37.4% |
| All | +12.3% | +72.1% | -59.8% | -34.2% |
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