-99.9%
APRE vs SPY
+182.4%
-282.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +6.8% | -2.7% | +9.5% | +8.4% |
| 30D | -14.4% | -5.4% | -9.0% | -11.6% |
| 3M | -18.2% | -4.1% | -14.1% | -16.3% |
| 6M | -37.9% | +0.7% | -38.6% | -38.4% |
| YTD | -39.3% | +8.7% | -47.9% | -42.3% |
| 1Y | -56.8% | +10.9% | -67.7% | -59.3% |
| 3Y | -87.0% | +75.0% | -162.0% | -90.5% |
| 5Y | -99.5% | +67.8% | -167.3% | -99.7% |
| All | -99.9% | +182.4% | -282.2% | -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