-100.0%
APVO vs SPY
+78.0%
-178.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +2.4% | -11.2% | -10.5% |
| 7D | -16.3% | +0.1% | -16.4% | -16.3% |
| 30D | -36.9% | -3.3% | -33.5% | -35.4% |
| 3M | -73.0% | -2.4% | -70.5% | -72.6% |
| 6M | -77.3% | +2.6% | -79.8% | -77.9% |
| YTD | -88.0% | +11.2% | -99.3% | -89.1% |
| 1Y | -95.7% | +13.4% | -109.1% | -96.2% |
| 3Y | -100.0% | +79.9% | -179.9% | -100.0% |
| All | -100.0% | +78.0% | -178.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling