+82.5%
SPY vs APP
+313.3%
-230.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | +0.1% | -23.3% | +23.3% | +2.6% |
| 3M | +2.0% | -42.6% | +44.6% | +7.5% |
| 6M | +13.0% | -33.6% | +46.6% | +16.5% |
| YTD | +13.5% | -52.4% | +66.0% | +20.2% |
| 1Y | +20.0% | -35.9% | +55.9% | +21.9% |
| 3Y | +77.2% | +642.2% | -565.0% | +26.8% |
| All | +82.5% | +313.3% | -230.7% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling