-25.9%
SPOT vs APA
+111.4%
-137.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | -6.9% | +0.8% | -7.6% | -6.9% |
| 30D | +4.1% | +9.6% | -5.5% | +3.9% |
| 3M | +3.7% | +18.0% | -14.3% | +3.4% |
| 6M | -1.6% | +41.9% | -43.5% | -3.6% |
| YTD | -10.2% | +86.3% | -96.5% | -11.8% |
| 1Y | -25.9% | +97.9% | -123.8% | -26.9% |
| All | -25.9% | +111.4% | -137.3% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling