-33.0%
APPN vs SPY
+78.7%
-111.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.3% | -9.2% |
| 7D | -14.4% | +0.5% | -14.9% | -14.8% |
| 30D | -0.2% | -0.9% | +0.8% | +1.1% |
| 3M | +41.5% | +3.9% | +37.7% | +35.3% |
| 6M | +29.9% | +14.5% | +15.4% | +9.5% |
| YTD | -2.4% | +12.9% | -15.3% | -16.1% |
| 1Y | +7.9% | +19.4% | -11.5% | -14.3% |
| 3Y | -33.0% | +78.5% | -111.4% | -72.5% |
| All | -33.0% | +78.7% | -111.7% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling