-2.0%
APLX vs SPY
+19.3%
-21.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -0.5% | +15.0% | +18.7% |
| 7D | +34.3% | +0.5% | +33.8% | +28.0% |
| 30D | -11.5% | -0.9% | -10.5% | -4.6% |
| 3M | -62.6% | +3.9% | -66.5% | -69.7% |
| 6M | -27.6% | +14.5% | -42.1% | -67.6% |
| YTD | -43.0% | +12.9% | -55.9% | -69.0% |
| All | -2.0% | +19.3% | -21.3% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling