+84.7%
APLE vs SPY
+307.0%
-222.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +3.1% | +2.6% | +0.5% | +0.2% |
| 30D | +19.2% | -2.0% | +21.1% | +21.7% |
| 3M | +24.4% | -2.8% | +27.1% | +28.0% |
| 6M | +45.3% | +2.1% | +43.1% | +41.1% |
| YTD | +73.5% | +11.5% | +62.0% | +52.8% |
| 1Y | +78.9% | +13.5% | +65.4% | +54.2% |
| 3Y | +50.8% | +77.7% | -26.9% | -22.2% |
| 5Y | +66.5% | +72.6% | -6.1% | -11.3% |
| All | +84.7% | +307.0% | -222.4% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling