+391.7%
APP vs SPYM
+100.5%
+291.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +3.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.5% |
| 30D | -23.3% | +0.1% | -23.3% | -23.3% |
| 3M | -42.6% | +2.0% | -44.7% | -45.0% |
| 6M | -33.6% | +13.1% | -46.7% | -49.3% |
| YTD | -52.4% | +13.6% | -66.0% | -63.5% |
| 1Y | -35.9% | +20.1% | -55.9% | -56.2% |
| 3Y | +642.2% | +77.6% | +564.7% | +143.3% |
| 5Y | +311.1% | +82.5% | +228.5% | +36.8% |
| All | +391.7% | +100.5% | +291.1% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling