+506.6%
APP vs SPYG
+98.7%
+407.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.1% |
| 7D | +61.1% | -1.9% | +63.0% | +62.3% |
| 30D | +42.8% | -9.2% | +51.9% | +66.3% |
| 3M | +16.7% | -6.8% | +23.5% | +29.3% |
| 6M | -15.6% | -2.6% | -13.0% | -14.2% |
| YTD | -41.3% | +7.5% | -48.8% | -49.7% |
| 1Y | -39.3% | +6.7% | -45.9% | -46.9% |
| 3Y | +803.2% | +90.1% | +713.1% | +198.4% |
| 5Y | +313.2% | +69.2% | +243.9% | +78.6% |
| All | +506.6% | +98.7% | +407.9% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling