+367.9%
APP vs SPMO
+180.8%
+187.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -4.4% | +2.7% | -7.1% | -8.2% |
| 30D | -10.0% | +1.1% | -11.1% | -11.9% |
| 3M | -41.4% | +2.0% | -43.5% | -45.9% |
| 6M | -41.0% | +26.5% | -67.6% | -64.1% |
| YTD | -54.7% | +26.5% | -81.2% | -71.8% |
| 1Y | -45.3% | +27.9% | -73.3% | -66.5% |
| 3Y | +624.3% | +160.4% | +463.9% | +52.1% |
| 5Y | +329.1% | +151.5% | +177.6% | -1.8% |
| All | +367.9% | +180.8% | +187.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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