+1,283.4%
APOG vs SPY
+3,091.8%
-1,808.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.0% | +5.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -7.0% | +0.1% | -7.0% | -7.0% |
| 3M | +7.7% | +2.0% | +5.7% | +5.2% |
| 6M | +5.9% | +13.0% | -7.1% | -7.0% |
| YTD | +12.2% | +13.5% | -1.4% | -2.0% |
| 1Y | -6.1% | +20.0% | -26.0% | -22.7% |
| 3Y | -16.4% | +77.2% | -93.6% | -54.5% |
| 5Y | +2.4% | +81.9% | -79.4% | -45.5% |
| 10Y | +1.0% | +314.1% | -313.0% | -74.8% |
| All | +1,283.4% | +3,091.8% | -1,808.4% | +46.9% |
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