-67.4%
APPN vs SPY
+81.8%
-149.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.3% | -9.0% |
| 7D | -14.4% | +0.5% | -14.9% | -15.0% |
| 30D | -0.2% | -0.9% | +0.8% | +1.6% |
| 3M | +41.5% | +3.9% | +37.7% | +32.6% |
| 6M | +29.9% | +14.5% | +15.4% | +2.6% |
| YTD | -2.4% | +12.9% | -15.3% | -21.1% |
| 1Y | +7.9% | +19.4% | -11.5% | -21.2% |
| 3Y | -33.0% | +78.5% | -111.4% | -77.1% |
| 5Y | -67.4% | +81.8% | -149.2% | -88.2% |
| All | -67.4% | +81.8% | -149.2% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling