-98.2%
APLM vs SPY
+74.1%
-172.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -4.4% |
| 7D | -12.4% | +0.1% | -12.5% | -12.4% |
| 30D | -15.1% | -3.3% | -11.8% | -14.6% |
| 3M | +8.0% | -2.4% | +10.4% | +8.5% |
| 6M | +18.1% | +2.6% | +15.6% | +17.8% |
| YTD | -2.4% | +11.2% | -13.6% | -3.7% |
| 1Y | +28.7% | +13.4% | +15.3% | +26.7% |
| 3Y | -77.9% | +79.9% | -157.8% | -78.2% |
| All | -98.2% | +74.1% | -172.2% | -98.1% |
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