+248.8%
APPN vs SPY
+260.4%
-11.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.9% |
| 7D | +7.6% | -0.6% | +8.2% | +7.5% |
| 30D | +30.5% | -3.7% | +34.2% | +36.4% |
| 3M | +47.1% | -2.7% | +49.9% | +51.9% |
| 6M | +138.8% | +2.2% | +136.6% | +128.4% |
| YTD | +47.8% | +10.8% | +37.0% | +25.2% |
| 1Y | +23.7% | +11.2% | +12.5% | +4.2% |
| 3Y | +44.6% | +76.5% | -31.9% | -37.7% |
| 5Y | -42.8% | +72.9% | -115.8% | -73.0% |
| All | +248.8% | +260.4% | -11.6% | -34.2% |
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 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