+378.5%
APP vs SPYM
+99.4%
+279.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.5% |
| 7D | +0.1% | +0.6% | -0.5% | -1.2% |
| 30D | -10.0% | -0.9% | -9.1% | -8.2% |
| 3M | -44.6% | +3.9% | -48.6% | -48.9% |
| 6M | -37.9% | +14.5% | -52.4% | -53.9% |
| YTD | -53.7% | +13.0% | -66.7% | -64.0% |
| 1Y | -43.0% | +19.4% | -62.4% | -60.6% |
| 3Y | +640.8% | +78.9% | +561.9% | +139.4% |
| 5Y | +358.8% | +82.3% | +276.5% | +54.1% |
| All | +378.5% | +99.4% | +279.1% | +45.9% |
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