+951.3%
APH vs SLV
+169.5%
+781.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.7% | +5.5% | +7.7% |
| 7D | +1.1% | +5.6% | -4.5% | -0.1% |
| 30D | -7.5% | -12.1% | +4.6% | -5.1% |
| 3M | -4.4% | -16.3% | +11.8% | -1.2% |
| 6M | +26.5% | -34.1% | +60.5% | +36.2% |
| YTD | +20.0% | -25.3% | +45.3% | +22.2% |
| 1Y | +16.9% | +9.6% | +7.3% | +9.1% |
| 3Y | +288.5% | +132.7% | +155.8% | +207.0% |
| 5Y | +310.3% | +113.7% | +196.6% | +223.9% |
| 10Y | +951.3% | +175.9% | +775.4% | +630.2% |
| All | +951.3% | +169.5% | +781.7% | +630.2% |
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