+828.4%
SPYM vs APA
-5.4%
+833.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.2% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +0.1% | +23.4% | -23.3% | -3.8% |
| 3M | +2.0% | +12.7% | -10.7% | -0.7% |
| 6M | +13.1% | +39.4% | -26.4% | +4.9% |
| YTD | +13.6% | +79.0% | -65.3% | +0.3% |
| 1Y | +20.1% | +88.8% | -68.8% | +4.2% |
| 3Y | +77.6% | +6.4% | +71.2% | +66.1% |
| 5Y | +82.5% | +153.0% | -70.4% | +38.4% |
| 10Y | +317.6% | +7.5% | +310.0% | +206.3% |
| All | +828.4% | -5.4% | +833.8% | +549.1% |
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