+922.0%
APPF vs SPY
+311.8%
+610.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.5% |
| 7D | -5.1% | -0.9% | -4.2% | -4.3% |
| 30D | +13.0% | -2.4% | +15.3% | +15.7% |
| 3M | +10.8% | -1.2% | +11.9% | +11.7% |
| 6M | +40.9% | +3.3% | +37.6% | +34.1% |
| YTD | -3.4% | +12.3% | -15.6% | -16.8% |
| 1Y | -10.3% | +12.4% | -22.8% | -23.0% |
| 3Y | +13.1% | +78.8% | -65.7% | -45.2% |
| 5Y | +72.2% | +75.2% | -3.0% | -13.9% |
| 10Y | +922.0% | +311.1% | +610.9% | +105.8% |
| All | +922.0% | +311.8% | +610.3% | +105.8% |
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