+1,421.9%
APPF vs SPY
+339.3%
+1,082.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.7% |
| 7D | -8.6% | +0.1% | -8.7% | -8.7% |
| 30D | +11.0% | +0.1% | +11.0% | +11.0% |
| 3M | +30.9% | +2.0% | +28.9% | +27.2% |
| 6M | +13.8% | +13.0% | +0.8% | -2.2% |
| YTD | -7.9% | +13.5% | -21.4% | -21.2% |
| 1Y | -23.3% | +20.0% | -43.2% | -38.5% |
| 3Y | +10.6% | +77.2% | -66.6% | -44.9% |
| 5Y | +73.4% | +81.9% | -8.5% | -15.8% |
| 10Y | +1,061.4% | +314.1% | +747.4% | +119.2% |
| All | +1,421.9% | +339.3% | +1,082.6% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling