-35.9%
APP vs SPY
+20.8%
-56.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +3.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.6% |
| 30D | -23.3% | +0.1% | -23.3% | -23.3% |
| 3M | -42.6% | +2.0% | -44.6% | -44.6% |
| 6M | -33.6% | +13.0% | -46.6% | -49.3% |
| YTD | -52.4% | +13.5% | -66.0% | -63.1% |
| 1Y | -35.9% | +20.0% | -55.9% | -55.3% |
| All | -35.9% | +20.8% | -56.7% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling