+391.7%
APP vs SPY
+99.8%
+291.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -44.9% |
| 6M | -33.6% | +13.0% | -46.6% | -49.0% |
| YTD | -52.4% | +13.5% | -66.0% | -63.3% |
| 1Y | -35.9% | +20.0% | -55.9% | -55.8% |
| 3Y | +642.2% | +77.2% | +565.0% | +147.9% |
| 5Y | +311.1% | +81.9% | +229.2% | +39.8% |
| All | +391.7% | +99.8% | +291.8% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling