-15.6%
APLM vs SPY
+12.1%
-27.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.7% |
| 7D | -6.9% | +2.6% | -9.5% | -10.2% |
| 30D | -18.8% | -2.0% | -16.8% | -16.4% |
| 3M | +1.8% | -2.8% | +4.6% | +5.8% |
| 6M | +30.7% | +2.1% | +28.6% | +25.6% |
| YTD | -5.4% | +11.5% | -16.9% | -21.1% |
| 1Y | -15.6% | +13.5% | -29.1% | -35.6% |
| All | -15.6% | +12.1% | -27.7% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling