-10.3%
APPF vs SPY
+13.0%
-23.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -5.1% | -0.9% | -4.2% | -4.7% |
| 30D | +13.0% | -2.4% | +15.3% | +13.9% |
| 3M | +10.8% | -1.2% | +11.9% | +11.2% |
| 6M | +40.9% | +3.3% | +37.6% | +39.1% |
| YTD | -3.4% | +12.3% | -15.6% | -9.0% |
| 1Y | -10.3% | +12.4% | -22.8% | -15.7% |
| All | -10.3% | +13.0% | -23.3% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling