+391.7%
APP vs SPYG
+111.5%
+280.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.1% |
| 30D | -23.3% | -0.4% | -22.8% | -22.6% |
| 3M | -42.6% | +0.5% | -43.2% | -43.4% |
| 6M | -33.6% | +17.5% | -51.1% | -51.5% |
| YTD | -52.4% | +14.3% | -66.8% | -62.6% |
| 1Y | -35.9% | +21.7% | -57.6% | -55.0% |
| 3Y | +642.2% | +98.6% | +543.6% | +132.8% |
| 5Y | +311.1% | +85.1% | +226.0% | +55.2% |
| All | +391.7% | +111.5% | +280.2% | +50.7% |
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