+46.7%
APLY vs SPY
+92.0%
-45.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.4% |
| 7D | -2.2% | +0.5% | -2.8% | -2.7% |
| 30D | 0.0% | -0.9% | +0.9% | +0.8% |
| 3M | +0.3% | +3.9% | -3.6% | -3.3% |
| 6M | +13.4% | +14.5% | -1.1% | -0.1% |
| YTD | +7.1% | +12.9% | -5.9% | -4.5% |
| 1Y | +16.8% | +19.4% | -2.6% | -1.4% |
| 3Y | +42.1% | +78.5% | -36.3% | -15.8% |
| All | +46.7% | +92.0% | -45.3% | -19.0% |
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