+559.7%
APT vs SPY
+895.9%
-336.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +9.4% | +0.1% | +9.3% | +9.4% |
| 3M | +1.9% | +2.0% | -0.1% | +1.7% |
| 6M | +1.3% | +13.0% | -11.7% | -0.2% |
| YTD | +20.7% | +13.5% | +7.2% | +18.8% |
| 1Y | +10.5% | +20.0% | -9.5% | +8.0% |
| 3Y | +18.8% | +77.2% | -58.3% | +11.2% |
| 5Y | -31.5% | +81.9% | -113.3% | -36.2% |
| 10Y | +78.7% | +314.1% | -235.4% | +38.2% |
| All | +559.7% | +895.9% | -336.2% | +305.2% |
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