-80.3%
APPX vs SPY
+20.8%
-101.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +5.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.1% |
| 30D | -46.2% | +0.1% | -46.2% | -46.0% |
| 3M | -72.8% | +2.0% | -74.8% | -74.2% |
| 6M | -68.0% | +13.0% | -81.0% | -81.0% |
| YTD | -87.3% | +13.5% | -100.9% | -91.8% |
| 1Y | -80.3% | +20.0% | -100.3% | -89.5% |
| All | -80.3% | +20.8% | -101.2% | -89.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling