-28.6%
APPX vs SPY
+39.5%
-68.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -5.9% |
| 7D | +139.6% | -0.6% | +140.2% | +127.9% |
| 30D | +81.3% | -3.7% | +85.0% | +103.3% |
| 3M | +14.4% | -2.7% | +17.2% | +23.1% |
| 6M | -51.0% | +2.2% | -53.2% | -56.7% |
| YTD | -83.4% | +10.8% | -94.2% | -89.0% |
| 1Y | -83.2% | +11.2% | -94.4% | -88.8% |
| All | -28.6% | +39.5% | -68.0% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling