+653.5%
APP vs SPG
+112.6%
+541.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.9% |
| 7D | +0.9% | -2.4% | +3.3% | +2.6% |
| 30D | -23.3% | -6.8% | -16.4% | -19.2% |
| 3M | -42.6% | +2.7% | -45.3% | -44.4% |
| 6M | -33.6% | +5.5% | -39.1% | -37.3% |
| YTD | -52.4% | +15.7% | -68.1% | -58.8% |
| 1Y | -35.9% | +20.9% | -56.8% | -46.6% |
| All | +653.5% | +112.6% | +541.0% | +328.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling