+17.6%
SPYM vs APA
+101.6%
-84.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.9% |
| 7D | -0.8% | +4.6% | -5.4% | -0.5% |
| 30D | -1.1% | +11.9% | -13.0% | -0.4% |
| 3M | +3.9% | +22.5% | -18.6% | +5.3% |
| 6M | +13.6% | +37.5% | -23.9% | +14.1% |
| YTD | +12.7% | +87.2% | -74.4% | +12.1% |
| 1Y | +17.6% | +101.4% | -83.8% | +16.8% |
| All | +17.6% | +101.6% | -84.0% | +16.8% |
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