+122.9%
APH vs SLV
+163.9%
-41.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.5% | -47.3% | -47.7% |
| 7D | -48.7% | -4.7% | -44.0% | -48.1% |
| 30D | -51.9% | +6.7% | -58.6% | -52.5% |
| 3M | -43.6% | -10.7% | -32.9% | -42.4% |
| 6M | -37.5% | -20.6% | -16.9% | -35.2% |
| YTD | -38.6% | -7.1% | -31.5% | -40.6% |
| 1Y | -26.3% | +62.0% | -88.3% | -38.3% |
| 3Y | +89.2% | +169.8% | -80.6% | +38.3% |
| All | +122.9% | +163.9% | -41.0% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling