+391.7%
APP vs SPMO
+179.7%
+212.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.7% | -0.2% |
| 7D | +0.9% | +2.0% | -1.1% | -2.2% |
| 30D | -23.3% | -0.4% | -22.9% | -22.9% |
| 3M | -42.6% | -1.9% | -40.8% | -43.8% |
| 6M | -33.6% | +25.0% | -58.6% | -58.8% |
| YTD | -52.4% | +26.0% | -78.5% | -70.2% |
| 1Y | -35.9% | +28.7% | -64.6% | -61.0% |
| 3Y | +642.2% | +160.9% | +481.3% | +55.4% |
| 5Y | +311.1% | +147.9% | +163.2% | -4.3% |
| All | +391.7% | +179.7% | +212.0% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling