+2.5%
APXT vs SPY
+10.6%
-8.1%
-0.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.1% |
| 7D | +0.2% | -4.7% | +4.9% | +0.2% |
| 30D | +0.2% | -5.9% | +6.2% | +0.3% |
| 3M | +0.7% | -4.5% | +5.2% | +0.7% |
| 6M | +1.7% | +1.8% | -0.1% | +1.7% |
| YTD | +2.8% | +8.3% | -5.5% | +3.1% |
| All | +2.5% | +10.6% | -8.1% | +2.8% |
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