+367.9%
APP vs SPYG
+109.7%
+258.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.5% |
| 7D | -4.4% | +0.3% | -4.7% | -5.0% |
| 30D | -10.0% | -1.7% | -8.3% | -7.1% |
| 3M | -41.4% | +3.6% | -45.1% | -45.3% |
| 6M | -41.0% | +16.6% | -57.6% | -56.3% |
| YTD | -54.7% | +13.4% | -68.1% | -63.9% |
| 1Y | -45.3% | +19.6% | -64.9% | -60.4% |
| 3Y | +624.3% | +99.8% | +524.5% | +125.1% |
| 5Y | +329.1% | +85.0% | +244.2% | +63.4% |
| All | +367.9% | +109.7% | +258.2% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling