+643.7%
APPS vs SPY
+313.2%
+330.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -0.8% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -18.7% | +0.1% | -18.7% | -18.4% |
| 3M | +14.9% | +2.0% | +12.9% | +11.1% |
| 6M | +149.7% | +13.0% | +136.6% | +96.1% |
| YTD | +114.2% | +13.5% | +100.7% | +65.2% |
| 1Y | +152.6% | +20.0% | +132.6% | +75.9% |
| 3Y | +21.2% | +77.2% | -56.0% | -58.3% |
| 5Y | -83.2% | +81.9% | -165.1% | -93.6% |
| All | +643.7% | +313.2% | +330.6% | -14.4% |
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