+892.4%
APP vs SPYG
+90.1%
+802.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +8.3% |
| 7D | +71.2% | -3.6% | +74.9% | +77.5% |
| 30D | +39.1% | -11.2% | +50.2% | +68.9% |
| 3M | +16.5% | -8.1% | +24.6% | +32.2% |
| 6M | -16.6% | -3.3% | -13.3% | -14.9% |
| YTD | -41.9% | +5.5% | -47.5% | -49.4% |
| 1Y | -37.0% | +7.0% | -44.0% | -46.2% |
| 3Y | +892.4% | +89.5% | +802.9% | +166.0% |
| All | +892.4% | +90.1% | +802.3% | +166.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling