+528.8%
APP vs SYY
+12.0%
+516.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.4% |
| 7D | +79.2% | -4.1% | +83.3% | +80.2% |
| 30D | +48.0% | +0.3% | +47.7% | +47.2% |
| 3M | +18.2% | -6.3% | +24.6% | +19.5% |
| 6M | -12.5% | +9.7% | -22.2% | -15.6% |
| YTD | -39.2% | +9.4% | -48.6% | -42.1% |
| 1Y | -33.9% | +7.3% | -41.1% | -36.9% |
| 3Y | +933.3% | +27.6% | +905.6% | +769.3% |
| 5Y | +295.9% | +12.5% | +283.3% | +268.1% |
| All | +528.8% | +12.0% | +516.9% | +491.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling