+107.2%
APPS vs SPY
+75.1%
+32.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +6.6% |
| 7D | +17.0% | -2.7% | +19.7% | +24.0% |
| 30D | -2.4% | -5.4% | +3.0% | +12.1% |
| 3M | -27.3% | -4.1% | -23.2% | -18.8% |
| 6M | +160.8% | +0.7% | +160.1% | +160.5% |
| YTD | +107.6% | +8.7% | +98.9% | +70.6% |
| 1Y | +65.8% | +10.9% | +54.9% | +29.5% |
| 3Y | +107.2% | +75.0% | +32.2% | -47.0% |
| All | +107.2% | +75.1% | +32.1% | -47.0% |
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