+883.4%
APH vs SLV
+170.8%
+712.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | -5.9% | +5.1% | -11.0% | -7.0% |
| 30D | -14.8% | -12.9% | -1.9% | -12.5% |
| 3M | -12.4% | -16.1% | +3.7% | -9.5% |
| 6M | +8.1% | -33.2% | +41.2% | +16.0% |
| YTD | +10.9% | -27.2% | +38.2% | +13.5% |
| 1Y | +8.8% | +7.6% | +1.1% | +1.9% |
| 3Y | +262.1% | +122.3% | +139.7% | +188.5% |
| 5Y | +283.1% | +109.7% | +173.4% | +203.5% |
| All | +883.4% | +170.8% | +712.6% | +585.7% |
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