+391.7%
APP vs SPGI
+31.1%
+360.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +3.7% |
| 7D | +0.9% | +0.1% | +0.7% | +0.4% |
| 30D | -23.3% | +8.4% | -31.7% | -29.3% |
| 3M | -42.6% | +11.8% | -54.5% | -49.6% |
| 6M | -33.6% | +5.7% | -39.3% | -38.2% |
| YTD | -52.4% | -9.7% | -42.8% | -49.2% |
| 1Y | -35.9% | -12.5% | -23.4% | -30.3% |
| 3Y | +642.2% | +21.8% | +620.4% | +451.3% |
| 5Y | +311.1% | +8.2% | +302.9% | +216.5% |
| All | +391.7% | +31.1% | +360.5% | +277.6% |
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