-16.6%
APP vs SYY
+5.8%
-22.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +10.9% |
| 7D | +71.2% | -7.3% | +78.5% | +64.8% |
| 30D | +39.1% | +0.1% | +39.0% | +38.5% |
| 3M | +16.5% | -8.2% | +24.8% | +11.6% |
| 6M | -16.6% | +6.3% | -22.8% | -8.9% |
| All | -16.6% | +5.8% | -22.3% | -8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling