+14,609.4%
SPGI vs APA
+860.5%
+13,749.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.4% |
| 7D | +0.3% | -15.5% | +15.8% | +2.9% |
| 30D | +18.4% | +2.4% | +16.0% | +17.6% |
| 3M | +15.7% | +22.8% | -7.1% | +11.2% |
| 6M | +17.3% | +17.9% | -0.7% | +12.8% |
| YTD | -4.7% | +87.7% | -92.4% | -16.1% |
| 1Y | +1.8% | +94.2% | -92.4% | -11.0% |
| 3Y | +31.7% | +27.2% | +4.5% | +19.7% |
| 5Y | +12.1% | +74.1% | -62.1% | -7.6% |
| 10Y | +341.9% | +2.6% | +339.3% | +225.5% |
| All | +14,609.4% | +860.5% | +13,749.0% | +8,935.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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