+500.0%
APP vs SPYG
+95.2%
+404.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +8.3% |
| 7D | +71.2% | -3.6% | +74.9% | +77.9% |
| 30D | +39.1% | -11.2% | +50.2% | +68.4% |
| 3M | +16.5% | -8.1% | +24.6% | +32.2% |
| 6M | -16.6% | -3.3% | -13.3% | -14.5% |
| YTD | -41.9% | +5.5% | -47.5% | -48.7% |
| 1Y | -37.0% | +7.0% | -44.0% | -45.3% |
| 3Y | +892.4% | +89.5% | +802.9% | +229.9% |
| 5Y | +297.3% | +63.3% | +234.0% | +81.3% |
| All | +500.0% | +95.2% | +404.9% | +107.1% |
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