+245.2%
APPS vs SPY
+753.5%
-508.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -35.8% | -0.4% | -35.5% | -35.4% |
| 7D | -21.1% | -0.6% | -20.5% | -20.5% |
| 30D | -30.5% | -3.7% | -26.8% | -26.8% |
| 3M | -49.6% | -2.7% | -46.9% | -47.3% |
| 6M | +79.5% | +2.2% | +77.3% | +78.3% |
| YTD | +45.0% | +10.8% | +34.2% | +31.0% |
| 1Y | +22.5% | +11.2% | +11.2% | +10.5% |
| 3Y | +52.6% | +76.5% | -23.9% | -10.3% |
| 5Y | -89.5% | +72.9% | -162.4% | -93.0% |
| 10Y | +935.7% | +304.8% | +630.9% | +326.4% |
| All | +245.2% | +753.5% | -508.3% | -40.0% |
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 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