+367.9%
APP vs SYY
+15.7%
+352.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.8% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | -10.0% | -2.7% | -7.3% | -9.4% |
| 3M | -41.4% | +5.9% | -47.3% | -42.5% |
| 6M | -41.0% | -2.3% | -38.7% | -41.1% |
| YTD | -54.7% | +13.1% | -67.8% | -57.1% |
| 1Y | -45.3% | +3.8% | -49.1% | -46.7% |
| 3Y | +624.3% | +26.7% | +597.5% | +521.4% |
| 5Y | +329.1% | +19.4% | +309.7% | +301.2% |
| All | +367.9% | +15.7% | +352.2% | +339.0% |
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