-98.3%
APLM vs SPY
+69.5%
-167.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.4% | -6.2% | -9.8% |
| 7D | -18.4% | -4.7% | -13.6% | -17.5% |
| 30D | -23.2% | -5.9% | -17.3% | -22.2% |
| 3M | -1.7% | -4.5% | +2.8% | -0.8% |
| 6M | +6.1% | +1.8% | +4.3% | +6.1% |
| YTD | -9.2% | +8.3% | -17.5% | -9.9% |
| 1Y | +39.6% | +9.3% | +30.3% | +38.3% |
| 3Y | -78.7% | +74.9% | -153.5% | -78.8% |
| All | -98.3% | +69.5% | -167.8% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling