+65.7%
APT vs SPY
+315.0%
-249.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +3.0% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | -5.0% | -3.3% | -1.6% | -5.9% |
| 3M | +5.7% | -2.4% | +8.1% | +4.9% |
| 6M | -13.8% | +2.6% | -16.4% | -13.4% |
| YTD | +25.0% | +11.2% | +13.8% | +28.7% |
| 1Y | +18.3% | +13.4% | +4.9% | +22.5% |
| 3Y | +26.4% | +79.9% | -53.5% | +57.9% |
| 5Y | +5.3% | +72.2% | -66.9% | +19.6% |
| 10Y | +65.7% | +307.3% | -241.7% | +163.6% |
| All | +65.7% | +315.0% | -249.3% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling