-55.4%
APP vs SPYM
+14.7%
-70.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.0% | +6.8% |
| 7D | +4.5% | -0.7% | +5.2% | +6.8% |
| 30D | -3.6% | -1.1% | -2.6% | -0.7% |
| 3M | -35.3% | -0.3% | -34.9% | -34.3% |
| 6M | -42.8% | +7.3% | -50.1% | -51.4% |
| YTD | -59.7% | +13.4% | -73.1% | -68.7% |
| 1Y | -55.4% | +14.8% | -70.2% | -66.2% |
| All | -55.4% | +14.7% | -70.1% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling