+1,055.9%
APH vs SLV
+215.2%
+840.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | -3.9% | +6.7% | -10.6% | -5.2% |
| 3M | +13.0% | -10.7% | +23.7% | +15.1% |
| 6M | +25.2% | -20.6% | +45.8% | +29.5% |
| YTD | +22.9% | -7.1% | +30.1% | +20.0% |
| 1Y | +47.8% | +62.0% | -14.1% | +27.5% |
| 3Y | +283.0% | +169.8% | +113.2% | +194.2% |
| 5Y | +349.7% | +161.5% | +188.2% | +241.5% |
| All | +1,055.9% | +215.2% | +840.7% | +704.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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