+27.1%
APLM vs SPY
+11.9%
+15.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | -10.7% | -0.6% | -10.2% | -9.8% |
| 30D | -13.5% | -3.7% | -9.8% | -9.6% |
| 3M | +4.2% | -2.7% | +7.0% | +7.4% |
| 6M | +20.4% | +2.2% | +18.2% | +17.1% |
| YTD | -0.5% | +10.8% | -11.3% | -8.6% |
| 1Y | +27.1% | +11.2% | +15.9% | +16.6% |
| All | +27.1% | +11.9% | +15.2% | +16.6% |
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