-100.0%
APVO vs SPY
+304.1%
-404.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.1% |
| 7D | -20.6% | -0.6% | -20.0% | -20.2% |
| 30D | -39.7% | -3.7% | -36.0% | -37.5% |
| 3M | -73.1% | -2.7% | -70.4% | -72.6% |
| 6M | -78.3% | +2.2% | -80.5% | -79.0% |
| YTD | -88.5% | +10.8% | -99.4% | -89.8% |
| 1Y | -96.2% | +11.2% | -107.4% | -96.6% |
| 3Y | -100.0% | +76.5% | -176.5% | -100.0% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| 10Y | -100.0% | +304.8% | -404.8% | -100.0% |
| All | -100.0% | +304.1% | -404.1% | -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 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