+33.7%
APLE vs SPY
+74.5%
-40.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | +0.5% |
| 7D | -3.2% | -4.7% | +1.5% | +1.2% |
| 30D | +11.6% | -5.9% | +17.5% | +18.1% |
| 3M | +11.2% | -4.5% | +15.8% | +16.0% |
| 6M | +37.3% | +1.8% | +35.5% | +34.1% |
| YTD | +61.8% | +8.3% | +53.5% | +48.6% |
| 1Y | +71.3% | +9.3% | +61.9% | +55.6% |
| All | +33.7% | +74.5% | -40.8% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling