+382.3%
APP vs SPYG
+107.9%
+274.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +4.7% |
| 7D | +0.3% | -1.8% | +2.1% | +3.8% |
| 30D | -1.3% | -1.9% | +0.6% | +2.2% |
| 3M | -36.2% | +5.2% | -41.4% | -42.1% |
| 6M | -34.1% | +15.6% | -49.7% | -50.4% |
| YTD | -53.3% | +12.4% | -65.7% | -62.2% |
| 1Y | -44.5% | +17.5% | -62.0% | -58.5% |
| 3Y | +646.7% | +98.1% | +548.6% | +135.6% |
| 5Y | +306.4% | +84.9% | +221.5% | +56.3% |
| All | +382.3% | +107.9% | +274.5% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling