+4.3%
APLU vs SPY
+23.4%
-19.1%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.5% |
| 7D | +0.9% | -4.7% | +5.7% | +1.3% |
| 30D | +2.6% | -5.9% | +8.5% | +3.1% |
| 3M | -0.5% | -4.5% | +4.0% | -0.2% |
| 6M | -0.6% | +1.8% | -2.4% | -0.7% |
| YTD | -0.9% | +8.3% | -9.3% | -1.5% |
| 1Y | 0.0% | +9.3% | -9.4% | -0.6% |
| All | +4.3% | +23.4% | -19.1% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling