+306.4%
APP vs SNY
+9.1%
+297.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +0.3% | -3.6% | +3.9% | +0.8% |
| 30D | -1.3% | -1.9% | +0.6% | -1.0% |
| 3M | -36.2% | -2.0% | -34.3% | -36.1% |
| 6M | -34.1% | +2.5% | -36.7% | -34.6% |
| YTD | -53.3% | -7.0% | -46.4% | -52.8% |
| 1Y | -44.5% | -4.4% | -40.2% | -44.2% |
| 3Y | +646.7% | -8.4% | +655.1% | +635.4% |
| 5Y | +306.4% | +9.5% | +296.9% | +270.2% |
| All | +306.4% | +9.1% | +297.3% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling