-61.5%
APLZ vs SPY
+7.1%
-68.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +29.7% | -4.4% | +34.1% | -8.0% |
| 7D | +61.4% | -4.7% | +66.1% | +10.9% |
| 30D | +127.6% | -5.9% | +133.5% | +49.7% |
| 3M | +146.0% | -4.5% | +150.5% | +88.4% |
| 6M | +76.6% | +1.8% | +74.9% | +214.7% |
| All | -61.5% | +7.1% | -68.5% | +57.1% |
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