+52.2%
APLY vs SPY
+91.6%
-39.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.1% |
| 7D | +2.8% | -0.8% | +3.6% | +3.5% |
| 30D | +6.7% | -1.1% | +7.8% | +7.6% |
| 3M | +6.0% | +3.9% | +2.1% | +2.2% |
| 6M | +16.4% | +13.6% | +2.8% | +3.2% |
| YTD | +11.0% | +12.7% | -1.6% | -0.8% |
| 1Y | +25.1% | +17.5% | +7.6% | +7.2% |
| 3Y | +46.1% | +76.9% | -30.8% | -12.8% |
| All | +52.2% | +91.6% | -39.4% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling