+500.0%
APP vs SPYM
+92.0%
+408.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.2% |
| 7D | +71.2% | -2.7% | +73.9% | +76.9% |
| 30D | +39.1% | -5.4% | +44.4% | +53.4% |
| 3M | +16.5% | -4.1% | +20.6% | +24.8% |
| 6M | -16.6% | +0.8% | -17.3% | -19.7% |
| YTD | -41.9% | +8.8% | -50.7% | -52.1% |
| 1Y | -37.0% | +11.0% | -48.0% | -50.0% |
| 3Y | +892.4% | +75.5% | +816.9% | +227.3% |
| 5Y | +297.3% | +68.4% | +228.9% | +50.6% |
| All | +500.0% | +92.0% | +408.1% | +94.4% |
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