+1,108.1%
APPF vs SPY
+312.9%
+795.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | +8.2% | -2.7% | +10.9% | +11.5% |
| 30D | +17.1% | -5.4% | +22.5% | +24.4% |
| 3M | +18.9% | -4.1% | +23.0% | +24.2% |
| 6M | +38.0% | +0.7% | +37.3% | +35.2% |
| YTD | -0.8% | +8.7% | -9.5% | -11.3% |
| 1Y | -7.8% | +10.9% | -18.7% | -19.5% |
| 3Y | +16.0% | +75.0% | -59.0% | -42.3% |
| 5Y | +70.9% | +67.8% | +3.1% | -10.0% |
| All | +1,108.1% | +312.9% | +795.2% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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