-55.4%
APP vs SPG
+34.3%
-89.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +10.7% |
| 7D | +4.5% | +8.2% | -3.6% | +5.0% |
| 30D | -3.6% | +13.5% | -17.1% | -3.0% |
| 3M | -35.3% | +2.2% | -37.5% | -35.7% |
| 6M | -42.8% | +15.9% | -58.7% | -41.7% |
| YTD | -59.7% | +27.6% | -87.3% | -56.8% |
| 1Y | -55.4% | +30.9% | -86.3% | -50.7% |
| All | -55.4% | +34.3% | -89.6% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling