+261.6%
APP vs SPGI
+11.5%
+250.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.9% | +33.0% | +32.9% |
| 7D | +39.7% | +2.6% | +37.1% | +35.4% |
| 30D | +27.7% | +19.3% | +8.5% | +6.2% |
| 3M | -14.8% | +15.5% | -30.2% | -27.3% |
| 6M | -25.5% | +18.3% | -43.9% | -39.2% |
| YTD | -47.2% | -3.8% | -43.4% | -47.4% |
| 1Y | -42.3% | +1.3% | -43.6% | -46.4% |
| 3Y | +806.8% | +33.6% | +773.2% | +484.5% |
| 5Y | +261.6% | +13.2% | +248.5% | +169.5% |
| All | +261.6% | +11.5% | +250.1% | +169.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling