+77.7%
AAPX vs SPY
+65.2%
+12.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.4% |
| 7D | -5.8% | +0.5% | -6.4% | -6.8% |
| 30D | +1.1% | -0.9% | +2.0% | +3.1% |
| 3M | +4.1% | +3.9% | +0.2% | -5.1% |
| 6M | +37.2% | +14.5% | +22.7% | +0.3% |
| YTD | +19.3% | +12.9% | +6.4% | -9.7% |
| 1Y | +47.8% | +19.4% | +28.5% | -1.9% |
| All | +77.7% | +65.2% | +12.4% | -37.9% |
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