+446.2%
APP vs SPY
+90.6%
+355.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.4% | +35.4% | +40.1% |
| 7D | +39.7% | -4.7% | +44.4% | +51.3% |
| 30D | +27.7% | -5.9% | +33.7% | +42.2% |
| 3M | -14.8% | -4.5% | -10.2% | -7.9% |
| 6M | -25.5% | +1.8% | -27.3% | -30.0% |
| YTD | -47.2% | +8.3% | -55.5% | -55.9% |
| 1Y | -42.3% | +9.3% | -51.6% | -52.6% |
| 3Y | +806.8% | +74.9% | +731.9% | +205.2% |
| 5Y | +261.6% | +67.3% | +194.4% | +40.7% |
| All | +446.2% | +90.6% | +355.5% | +81.9% |
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