+528.8%
APP vs SPYM
+96.5%
+432.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | -0.1% |
| 7D | +79.2% | +0.1% | +79.1% | +74.6% |
| 30D | +48.0% | -3.3% | +51.3% | +56.3% |
| 3M | +18.2% | -2.4% | +20.6% | +22.2% |
| 6M | -12.5% | +2.6% | -15.1% | -18.7% |
| YTD | -39.2% | +11.3% | -50.5% | -52.1% |
| 1Y | -33.9% | +13.5% | -47.3% | -49.8% |
| 3Y | +933.3% | +80.3% | +853.0% | +222.3% |
| 5Y | +295.9% | +72.7% | +223.1% | +42.7% |
| All | +528.8% | +96.5% | +432.4% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling