-26.4%
APP vs SPG
+33.2%
-59.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +3.9% |
| 7D | +4.6% | +2.0% | +2.6% | +4.6% |
| 30D | +56.0% | +17.2% | +38.8% | +56.6% |
| 3M | +30.8% | +6.3% | +24.5% | +30.3% |
| 6M | -9.8% | +18.7% | -28.5% | -8.6% |
| YTD | -39.3% | +30.1% | -69.4% | -35.9% |
| 1Y | -26.4% | +32.8% | -59.2% | -20.9% |
| All | -26.4% | +33.2% | -59.6% | -20.9% |
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