-79.1%
APPX vs SPY
+11.8%
-90.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -4.6% |
| 7D | +20.7% | +3.3% | +17.4% | +11.2% |
| 30D | +86.8% | -2.7% | +89.5% | +103.1% |
| 3M | +42.0% | -1.7% | +43.7% | +48.0% |
| 6M | -55.6% | +3.1% | -58.7% | -61.9% |
| YTD | -83.5% | +11.9% | -95.4% | -89.1% |
| 1Y | -79.1% | +12.0% | -91.1% | -85.9% |
| All | -79.1% | +11.8% | -90.9% | -85.9% |
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