-91.7%
APLX vs SPY
+3.3%
-94.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.4% | -10.8% | -8.3% |
| 7D | +38.2% | +3.3% | +34.9% | +9.5% |
| 30D | -51.8% | -2.7% | -49.1% | -31.6% |
| 3M | -77.6% | -1.7% | -75.9% | -70.0% |
| 6M | -91.7% | +3.1% | -94.7% | -91.5% |
| All | -91.7% | +3.3% | -94.9% | -91.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling