+892.4%
APP vs SPMO
+116.1%
+776.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +7.8% |
| 7D | +71.2% | -8.7% | +79.9% | +87.8% |
| 30D | +39.1% | -18.7% | +57.8% | +80.9% |
| 3M | +16.5% | -16.4% | +33.0% | +44.1% |
| 6M | -16.6% | -11.9% | -4.7% | -13.1% |
| YTD | -41.9% | +4.9% | -46.8% | -56.7% |
| 1Y | -37.0% | +6.2% | -43.2% | -53.9% |
| 3Y | +892.4% | +115.1% | +777.3% | +78.2% |
| All | +892.4% | +116.1% | +776.3% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling