+520.8%
APP vs SPGI
+40.5%
+480.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.0% |
| 7D | +48.9% | -1.4% | +50.3% | +50.1% |
| 30D | +49.4% | +15.3% | +34.2% | +29.4% |
| 3M | +27.0% | +16.5% | +10.5% | +7.8% |
| 6M | -15.4% | +19.8% | -35.2% | -31.3% |
| YTD | -39.9% | -3.2% | -36.7% | -40.5% |
| 1Y | -32.0% | +1.8% | -33.8% | -36.7% |
| 3Y | +824.3% | +30.6% | +793.8% | +536.6% |
| 5Y | +252.4% | +16.0% | +236.4% | +154.7% |
| All | +520.8% | +40.5% | +480.3% | +341.8% |
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