-48.4%
APPX vs SPY
+42.1%
-90.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -2.6% |
| 7D | -0.2% | +0.5% | -0.8% | -2.9% |
| 30D | -20.8% | -0.9% | -19.9% | -17.4% |
| 3M | -74.4% | +3.9% | -78.3% | -77.7% |
| 6M | -71.8% | +14.5% | -86.3% | -84.7% |
| YTD | -88.0% | +12.9% | -100.9% | -92.3% |
| 1Y | -84.2% | +19.4% | -103.5% | -91.9% |
| All | -48.4% | +42.1% | -90.4% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling