+4,472.4%
APH vs SLV
+263.8%
+4,208.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.2% |
| 7D | -12.7% | -0.7% | -12.0% | -12.7% |
| 30D | -19.2% | -15.4% | -3.8% | -16.5% |
| 3M | -16.7% | -16.3% | -0.4% | -13.9% |
| 6M | +5.1% | -28.8% | +33.9% | +11.6% |
| YTD | +6.6% | -27.1% | +33.7% | +9.5% |
| 1Y | +3.9% | +7.5% | -3.6% | -1.8% |
| 3Y | +246.0% | +121.2% | +124.9% | +179.7% |
| 5Y | +268.0% | +110.0% | +158.0% | +196.9% |
| 10Y | +868.2% | +168.8% | +699.4% | +619.6% |
| All | +4,472.4% | +263.8% | +4,208.6% | +2,370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling