+89.7%
SPY vs APP
+408.7%
-319.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +31.0% | -35.4% | -7.4% |
| 7D | -4.7% | +39.7% | -44.4% | -8.4% |
| 30D | -5.9% | +27.7% | -33.7% | -8.7% |
| 3M | -4.5% | -14.8% | +10.2% | -3.9% |
| 6M | +1.8% | -25.5% | +27.3% | +3.3% |
| YTD | +8.3% | -47.2% | +55.5% | +12.4% |
| 1Y | +9.3% | -42.3% | +51.6% | +12.2% |
| 3Y | +74.9% | +806.8% | -731.9% | +24.7% |
| 5Y | +67.3% | +261.6% | -194.4% | +20.2% |
| All | +89.7% | +408.7% | -319.0% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling