+527.5%
APP vs SPG
+170.1%
+357.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.1% |
| 7D | +4.6% | +2.0% | +2.6% | +3.0% |
| 30D | +56.0% | +17.2% | +38.8% | +37.9% |
| 3M | +30.8% | +6.3% | +24.5% | +24.4% |
| 6M | -9.8% | +18.7% | -28.5% | -22.0% |
| YTD | -39.3% | +30.1% | -69.4% | -51.9% |
| 1Y | -26.4% | +32.8% | -59.2% | -42.9% |
| 3Y | +887.9% | +133.6% | +754.3% | +389.6% |
| 5Y | +264.1% | +84.4% | +179.7% | +80.0% |
| All | +527.5% | +170.1% | +357.3% | +190.1% |
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