+892.4%
APP vs SPY
+75.1%
+817.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.5% | +9.2% |
| 7D | +71.2% | -2.7% | +73.9% | +76.5% |
| 30D | +39.1% | -5.4% | +44.5% | +53.5% |
| 3M | +16.5% | -4.1% | +20.6% | +24.7% |
| 6M | -16.6% | +0.7% | -17.3% | -20.1% |
| YTD | -41.9% | +8.7% | -50.6% | -52.7% |
| 1Y | -37.0% | +10.9% | -47.9% | -50.7% |
| 3Y | +892.4% | +75.0% | +817.4% | +162.5% |
| All | +892.4% | +75.1% | +817.4% | +162.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling