-14.4%
APLX vs SPY
+20.0%
-34.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +7.0% |
| 7D | +7.2% | +0.1% | +7.1% | +6.8% |
| 30D | -26.3% | +0.1% | -26.3% | -26.1% |
| 3M | -72.3% | +2.0% | -74.3% | -73.3% |
| 6M | -52.2% | +13.0% | -65.2% | -76.0% |
| YTD | -50.2% | +13.5% | -63.7% | -73.9% |
| All | -14.4% | +20.0% | -34.4% | -67.1% |
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