-23.8%
APPX vs SPY
+40.3%
-64.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +8.9% |
| 7D | +8.6% | +2.6% | +6.0% | +0.5% |
| 30D | +117.1% | -2.0% | +119.1% | +126.6% |
| 3M | +45.0% | -2.8% | +47.8% | +57.3% |
| 6M | -43.8% | +2.1% | -45.9% | -49.5% |
| YTD | -82.3% | +11.5% | -93.7% | -88.5% |
| 1Y | -75.1% | +13.5% | -88.5% | -84.7% |
| All | -23.8% | +40.3% | -64.0% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling