-90.3%
APPX vs SPY
+14.6%
-104.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.1% | +1.7% | +19.5% | +13.4% |
| 7D | +5.4% | -0.7% | +6.1% | +11.7% |
| 30D | -11.5% | -1.0% | -10.5% | -4.6% |
| 3M | -64.5% | -0.3% | -64.1% | -62.5% |
| 6M | -76.2% | +7.3% | -83.5% | -82.3% |
| YTD | -91.6% | +13.3% | -104.9% | -94.4% |
| 1Y | -90.3% | +14.8% | -105.1% | -93.8% |
| All | -90.3% | +14.6% | -104.9% | -93.8% |
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