+887.9%
APP vs SPYM
+78.4%
+809.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.8% |
| 7D | +4.6% | +2.6% | +2.0% | -0.8% |
| 30D | +56.0% | -2.0% | +58.0% | +60.0% |
| 3M | +30.8% | -2.8% | +33.6% | +36.7% |
| 6M | -9.8% | +2.2% | -12.0% | -15.8% |
| YTD | -39.3% | +11.5% | -50.8% | -53.5% |
| 1Y | -26.4% | +13.5% | -39.9% | -45.7% |
| 3Y | +887.9% | +78.0% | +809.9% | +192.3% |
| All | +887.9% | +78.4% | +809.5% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling