+527.5%
APP vs SYY
+10.1%
+517.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.7% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | +56.0% | -4.8% | +60.8% | +57.2% |
| 3M | +30.8% | -7.1% | +37.9% | +32.5% |
| 6M | -9.8% | +6.8% | -16.6% | -12.4% |
| YTD | -39.3% | +7.7% | -46.9% | -42.0% |
| 1Y | -26.4% | +5.7% | -32.1% | -29.5% |
| 3Y | +887.9% | +24.6% | +863.4% | +737.7% |
| 5Y | +264.1% | +15.6% | +248.5% | +240.7% |
| All | +527.5% | +10.1% | +517.3% | +492.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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