+119.2%
AAPX vs SPY
+63.1%
+56.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.5% |
| 7D | +8.0% | +2.6% | +5.4% | +2.6% |
| 30D | +6.5% | -2.0% | +8.4% | +10.6% |
| 3M | +31.5% | -2.8% | +34.3% | +38.7% |
| 6M | +29.2% | +2.1% | +27.1% | +21.1% |
| YTD | +47.2% | +11.5% | +35.7% | +13.8% |
| 1Y | +42.2% | +13.5% | +28.7% | +5.4% |
| All | +119.2% | +63.1% | +56.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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