+96.6%
SPY vs APP
+478.2%
-381.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.1% |
| 7D | -0.9% | +48.9% | -49.9% | -5.2% |
| 30D | -2.4% | +49.4% | -51.8% | -6.7% |
| 3M | -1.2% | +27.0% | -28.2% | -4.2% |
| 6M | +3.3% | -15.4% | +18.7% | +3.5% |
| YTD | +12.3% | -39.9% | +52.2% | +15.1% |
| 1Y | +12.4% | -32.0% | +44.4% | +13.5% |
| 3Y | +78.8% | +824.3% | -745.5% | +27.6% |
| 5Y | +75.2% | +252.4% | -177.3% | +25.0% |
| All | +96.6% | +478.2% | -381.6% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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