+127.0%
APPN vs SPY
+263.3%
-136.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | -16.5% | -2.0% | -14.6% | -14.1% |
| 30D | -4.1% | -1.7% | -2.4% | -1.6% |
| 3M | +45.3% | +4.7% | +40.6% | +35.7% |
| 6M | +32.4% | +12.5% | +19.9% | +10.8% |
| YTD | -3.8% | +11.7% | -15.5% | -18.6% |
| 1Y | +9.8% | +17.5% | -7.7% | -14.0% |
| 3Y | -34.0% | +76.6% | -110.5% | -71.2% |
| 5Y | -66.4% | +82.0% | -148.4% | -84.9% |
| All | +127.0% | +263.3% | -136.3% | -57.2% |
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