+506.6%
APP vs SPGI
+40.0%
+466.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -4.0% |
| 7D | +61.1% | +1.6% | +59.5% | +58.2% |
| 30D | +42.8% | +16.1% | +26.7% | +22.7% |
| 3M | +16.7% | +15.5% | +1.2% | -0.1% |
| 6M | -15.6% | +19.6% | -35.2% | -31.3% |
| YTD | -41.3% | -3.6% | -37.7% | -41.7% |
| 1Y | -39.3% | +2.2% | -41.5% | -43.9% |
| 3Y | +803.2% | +30.1% | +773.1% | +524.1% |
| 5Y | +313.2% | +14.9% | +298.2% | +200.1% |
| All | +506.6% | +40.0% | +466.6% | +333.1% |
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