-73.6%
APLZ vs SPY
+10.0%
-83.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +2.4% | -18.2% | +4.3% |
| 7D | -19.4% | +0.1% | -19.5% | -14.5% |
| 30D | +37.8% | -3.3% | +41.1% | +16.8% |
| 3M | +61.7% | -2.4% | +64.2% | +52.2% |
| 6M | +37.2% | +2.6% | +34.7% | +155.5% |
| All | -73.6% | +10.0% | -83.6% | +37.6% |
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