+264.0%
SPOT vs APA
+40.3%
+223.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.7% |
| 7D | -0.9% | +0.5% | -1.5% | -1.0% |
| 30D | +12.5% | +23.4% | -10.9% | +9.4% |
| 3M | +9.9% | +12.7% | -2.8% | +7.9% |
| 6M | +1.6% | +39.4% | -37.9% | -3.6% |
| YTD | -6.6% | +79.0% | -85.5% | -14.4% |
| 1Y | -22.9% | +88.8% | -111.8% | -30.3% |
| 3Y | +244.3% | +6.4% | +237.9% | +228.0% |
| 5Y | +117.8% | +153.0% | -35.2% | +80.6% |
| All | +264.0% | +40.3% | +223.7% | +192.9% |
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 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