+506.6%
APP vs SYY
+10.9%
+495.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.6% | -3.3% |
| 7D | +61.1% | +4.7% | +56.3% | +59.4% |
| 30D | +42.8% | -0.7% | +43.4% | +42.3% |
| 3M | +16.7% | -6.8% | +23.5% | +18.0% |
| 6M | -15.6% | +8.6% | -24.2% | -18.4% |
| YTD | -41.3% | +8.4% | -49.7% | -44.1% |
| 1Y | -39.3% | +7.1% | -46.4% | -42.1% |
| 3Y | +803.2% | +25.2% | +778.0% | +665.4% |
| 5Y | +313.2% | +13.0% | +300.2% | +285.1% |
| All | +506.6% | +10.9% | +495.7% | +472.1% |
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