-87.7%
APUS vs SPY
+35.1%
-122.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -2.7% |
| 7D | -6.6% | +0.1% | -6.7% | -6.6% |
| 30D | -46.2% | -3.3% | -42.9% | -44.1% |
| 3M | -36.2% | -2.4% | -33.8% | -34.1% |
| 6M | -82.2% | +2.6% | -84.7% | -82.2% |
| YTD | -83.5% | +11.2% | -94.8% | -84.2% |
| 1Y | -87.9% | +13.4% | -101.3% | -88.4% |
| All | -87.7% | +35.1% | -122.8% | -85.2% |
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 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