-52.9%
APYX vs SPY
+250.0%
-302.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -26.3% | +0.1% | -26.4% | -26.4% |
| 3M | -28.9% | +2.0% | -30.9% | -30.8% |
| 6M | -7.6% | +13.0% | -20.6% | -20.9% |
| YTD | -12.9% | +13.5% | -26.4% | -25.6% |
| 1Y | +48.8% | +20.0% | +28.8% | +17.8% |
| 3Y | -32.2% | +77.2% | -109.4% | -66.2% |
| 5Y | -73.0% | +81.9% | -154.8% | -87.7% |
| All | -52.9% | +250.0% | -302.9% | -89.4% |
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 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