+446.2%
APP vs SPG
+162.7%
+283.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.9% | +31.9% | +31.7% |
| 7D | +39.7% | +5.0% | +34.7% | +34.4% |
| 30D | +27.7% | +12.3% | +15.4% | +16.5% |
| 3M | -14.8% | +1.9% | -16.6% | -16.1% |
| 6M | -25.5% | +14.4% | -39.9% | -33.9% |
| YTD | -47.2% | +26.5% | -73.7% | -57.3% |
| 1Y | -42.3% | +30.7% | -73.0% | -54.8% |
| 3Y | +806.8% | +122.6% | +684.2% | +366.0% |
| 5Y | +261.6% | +73.3% | +188.3% | +82.4% |
| All | +446.2% | +162.7% | +283.5% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling