+446.2%
APP vs SPGI
+39.7%
+406.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.9% | +33.0% | +32.8% |
| 7D | +39.7% | +2.6% | +37.1% | +35.6% |
| 30D | +27.7% | +19.3% | +8.5% | +7.0% |
| 3M | -14.8% | +15.5% | -30.2% | -26.8% |
| 6M | -25.5% | +18.3% | -43.9% | -38.6% |
| YTD | -47.2% | -3.8% | -43.4% | -47.3% |
| 1Y | -42.3% | +1.3% | -43.6% | -46.1% |
| 3Y | +806.8% | +33.6% | +773.2% | +508.3% |
| 5Y | +261.6% | +13.2% | +248.5% | +165.1% |
| All | +446.2% | +39.7% | +406.5% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling