+1,499.7%
APOG vs SPY
+2,945.2%
-1,445.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | +0.4% |
| 7D | +0.3% | -4.7% | +5.0% | +5.5% |
| 30D | +15.5% | -5.9% | +21.5% | +23.2% |
| 3M | +7.6% | -4.5% | +12.1% | +13.1% |
| 6M | +31.0% | +1.8% | +29.2% | +28.5% |
| YTD | +29.7% | +8.3% | +21.4% | +19.2% |
| 1Y | +33.3% | +9.3% | +23.9% | +21.1% |
| 3Y | +10.2% | +74.9% | -64.7% | -39.1% |
| 5Y | +6.9% | +67.3% | -60.4% | -37.9% |
| 10Y | +38.4% | +311.6% | -273.1% | -65.2% |
| All | +1,499.7% | +2,945.2% | -1,445.5% | +78.7% |
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