-55.4%
APP vs SPGI
+3.2%
-58.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +9.2% |
| 7D | +4.5% | +7.2% | -2.7% | +1.4% |
| 30D | -3.6% | +23.2% | -26.8% | -12.2% |
| 3M | -35.3% | +17.0% | -52.3% | -39.9% |
| 6M | -42.8% | +20.4% | -63.2% | -48.2% |
| YTD | -59.7% | -1.9% | -57.8% | -62.8% |
| 1Y | -55.4% | +2.9% | -58.3% | -56.2% |
| All | -55.4% | +3.2% | -58.6% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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