+500.0%
APP vs SPG
+164.8%
+335.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.0% | +9.2% |
| 7D | +71.2% | +4.9% | +66.3% | +65.1% |
| 30D | +39.1% | +15.6% | +23.5% | +24.2% |
| 3M | +16.5% | +4.1% | +12.5% | +12.7% |
| 6M | -16.6% | +13.6% | -30.1% | -25.3% |
| YTD | -41.9% | +27.5% | -69.5% | -53.4% |
| 1Y | -37.0% | +32.2% | -69.3% | -51.1% |
| 3Y | +892.4% | +126.0% | +766.4% | +404.3% |
| 5Y | +297.3% | +74.7% | +222.6% | +99.3% |
| All | +500.0% | +164.8% | +335.2% | +181.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling