-82.8%
APYX vs SPY
+72.1%
-154.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 7D | -4.1% | +2.6% | -6.7% | -7.0% |
| 30D | +9.3% | -2.0% | +11.3% | +10.9% |
| 3M | -7.6% | -2.8% | -4.8% | -5.1% |
| 6M | -26.8% | +2.1% | -29.0% | -29.4% |
| YTD | -19.7% | +11.5% | -31.2% | -30.5% |
| 1Y | -31.0% | +13.5% | -44.4% | -41.6% |
| 3Y | +87.3% | +77.7% | +9.6% | -4.8% |
| All | -82.8% | +72.1% | -154.9% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling