+506.6%
APP vs SPG
+171.9%
+334.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.2% | -4.0% |
| 7D | +61.1% | +5.6% | +55.5% | +54.7% |
| 30D | +42.8% | +17.6% | +25.2% | +25.9% |
| 3M | +16.7% | +7.5% | +9.2% | +10.1% |
| 6M | -15.6% | +18.5% | -34.1% | -26.8% |
| YTD | -41.3% | +30.9% | -72.2% | -53.8% |
| 1Y | -39.3% | +34.1% | -73.4% | -53.3% |
| 3Y | +803.2% | +135.5% | +667.7% | +344.7% |
| 5Y | +313.2% | +86.5% | +226.6% | +103.2% |
| All | +506.6% | +171.9% | +334.7% | +179.1% |
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