-89.5%
APPS vs SPY
+74.0%
-163.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.6% | -5.0% |
| 7D | -24.5% | +3.3% | -27.8% | -30.1% |
| 30D | -29.5% | -2.7% | -26.9% | -23.0% |
| 3M | -41.2% | -1.7% | -39.4% | -37.2% |
| 6M | +88.6% | +3.1% | +85.5% | +77.8% |
| YTD | +46.0% | +11.9% | +34.1% | +8.1% |
| 1Y | +29.2% | +12.0% | +17.2% | -4.2% |
| 3Y | +53.7% | +78.2% | -24.5% | -68.4% |
| 5Y | -89.5% | +73.2% | -162.8% | -97.3% |
| All | -89.5% | +74.0% | -163.6% | -97.3% |
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