-99.9%
APRE vs SPY
+189.0%
-288.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.6% | -4.6% |
| 7D | +2.0% | +0.1% | +2.0% | +1.9% |
| 30D | -17.1% | -3.3% | -13.7% | -15.5% |
| 3M | -22.9% | -2.4% | -20.5% | -22.0% |
| 6M | -48.9% | +2.6% | -51.4% | -49.8% |
| YTD | -41.3% | +11.2% | -52.5% | -44.9% |
| 1Y | -59.3% | +13.4% | -72.7% | -62.1% |
| 3Y | -87.6% | +79.9% | -167.5% | -91.1% |
| 5Y | -99.5% | +72.2% | -171.7% | -99.7% |
| All | -99.9% | +189.0% | -288.9% | -100.0% |
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