+520.8%
APP vs SPG
+172.2%
+348.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +48.9% | +2.7% | +46.2% | +45.8% |
| 30D | +49.4% | +16.6% | +32.9% | +32.7% |
| 3M | +27.0% | +8.1% | +18.9% | +19.3% |
| 6M | -15.4% | +19.3% | -34.7% | -27.0% |
| YTD | -39.9% | +31.1% | -71.0% | -52.7% |
| 1Y | -32.0% | +32.8% | -64.7% | -47.1% |
| 3Y | +824.3% | +135.8% | +688.6% | +354.7% |
| 5Y | +252.4% | +85.1% | +167.3% | +73.2% |
| All | +520.8% | +172.2% | +348.6% | +185.4% |
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