+503.8%
APP vs SPGI
+38.5%
+465.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -1.5% |
| 7D | +10.6% | -0.8% | +11.4% | +11.3% |
| 30D | +44.6% | +14.3% | +30.3% | +26.2% |
| 3M | +29.6% | +14.5% | +15.1% | +11.8% |
| 6M | -19.8% | +17.3% | -37.1% | -33.4% |
| YTD | -41.6% | -4.6% | -37.0% | -41.4% |
| 1Y | -32.7% | +0.8% | -33.5% | -36.8% |
| 3Y | +799.0% | +28.8% | +770.2% | +527.4% |
| 5Y | +250.4% | +14.0% | +236.4% | +156.9% |
| All | +503.8% | +38.5% | +465.3% | +335.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling