-37.0%
APP vs SPGI
+0.8%
-37.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.8% | +10.2% |
| 7D | +71.2% | +0.3% | +70.9% | +70.3% |
| 30D | +39.1% | +18.4% | +20.7% | +28.4% |
| 3M | +16.5% | +15.7% | +0.9% | +8.1% |
| 6M | -16.6% | +17.3% | -33.8% | -23.9% |
| YTD | -41.9% | -4.7% | -37.2% | -46.0% |
| 1Y | -37.0% | +1.8% | -38.8% | -35.5% |
| All | -37.0% | +0.8% | -37.8% | -35.5% |
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