+2,358.4%
APH vs SLV
+363.7%
+1,994.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.5% | -47.3% | -47.7% |
| 7D | -48.7% | -4.7% | -44.0% | -48.2% |
| 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% | -35.1% |
| YTD | -38.6% | -7.1% | -31.5% | -39.7% |
| 1Y | -26.3% | +62.0% | -88.3% | -35.8% |
| 3Y | +89.2% | +169.8% | -80.6% | +47.3% |
| 5Y | +119.8% | +161.5% | -41.6% | +70.1% |
| 10Y | +454.3% | +224.4% | +229.8% | +297.6% |
| All | +2,358.4% | +363.7% | +1,994.6% | +1,169.0% |
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