+94.6%
APLE vs SPY
+311.8%
-217.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -3.2% |
| 7D | +5.2% | -0.9% | +6.1% | +6.2% |
| 30D | +22.5% | -2.4% | +24.9% | +25.6% |
| 3M | +29.0% | -1.2% | +30.1% | +30.3% |
| 6M | +47.8% | +3.3% | +44.5% | +41.8% |
| YTD | +76.6% | +12.3% | +64.3% | +54.2% |
| 1Y | +78.3% | +12.4% | +65.9% | +55.3% |
| 3Y | +54.0% | +78.8% | -24.8% | -21.1% |
| 5Y | +68.7% | +75.2% | -6.5% | -11.7% |
| 10Y | +94.6% | +311.1% | -216.5% | -52.4% |
| All | +94.6% | +311.8% | -217.1% | -52.4% |
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