+815.1%
SPYM vs APA
+6.0%
+809.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.7% |
| 7D | +3.3% | +9.6% | -6.3% | +1.6% |
| 30D | -2.6% | -0.2% | -2.4% | -2.8% |
| 3M | -1.7% | +19.8% | -21.6% | -5.3% |
| 6M | +3.1% | +30.1% | -26.9% | -2.7% |
| YTD | +12.0% | +100.4% | -88.4% | -3.5% |
| 1Y | +12.1% | +105.2% | -93.1% | -4.0% |
| 3Y | +78.5% | +44.6% | +33.9% | +57.6% |
| 5Y | +73.8% | +88.8% | -15.0% | +39.9% |
| 10Y | +312.5% | +6.6% | +305.9% | +206.6% |
| All | +815.1% | +6.0% | +809.1% | +524.6% |
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