-99.8%
APRE vs SPY
+195.0%
-294.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | +27.9% | +0.1% | +27.8% | +27.7% |
| 3M | +2.5% | +2.0% | +0.5% | +0.9% |
| 6M | -12.7% | +13.0% | -25.8% | -19.0% |
| YTD | -6.9% | +13.5% | -20.5% | -13.7% |
| 1Y | -47.1% | +20.0% | -67.0% | -52.3% |
| 3Y | -79.0% | +77.2% | -156.2% | -84.7% |
| 5Y | -99.2% | +81.9% | -181.0% | -99.5% |
| All | -99.8% | +195.0% | -294.8% | -99.9% |
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