+528.8%
APP vs SPGI
+39.3%
+489.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.2% |
| 7D | +79.2% | -0.9% | +80.0% | +79.7% |
| 30D | +48.0% | +15.5% | +32.5% | +27.8% |
| 3M | +18.2% | +15.7% | +2.6% | +1.0% |
| 6M | -12.5% | +19.1% | -31.6% | -28.5% |
| YTD | -39.2% | -4.1% | -35.1% | -39.3% |
| 1Y | -33.9% | +1.2% | -35.1% | -38.2% |
| 3Y | +933.3% | +31.6% | +901.7% | +604.9% |
| 5Y | +295.9% | +12.4% | +283.4% | +191.2% |
| All | +528.8% | +39.3% | +489.5% | +351.1% |
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