-98.1%
APLM vs SPY
+70.0%
-168.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.8% |
| 7D | -8.2% | -2.7% | -5.5% | -7.6% |
| 30D | -11.6% | -5.4% | -6.2% | -10.7% |
| 3M | +11.8% | -4.1% | +15.9% | +12.7% |
| 6M | +24.7% | +0.7% | +24.0% | +24.8% |
| YTD | +1.6% | +8.7% | -7.0% | +0.8% |
| 1Y | +42.6% | +10.9% | +31.8% | +41.1% |
| 3Y | -76.8% | +75.0% | -151.8% | -77.0% |
| All | -98.1% | +70.0% | -168.1% | -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 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