+263.6%
APH vs SN
+671.3%
-407.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -2.5% |
| 7D | +4.9% | +1.5% | +3.3% | +4.5% |
| 30D | -5.4% | +21.5% | -26.9% | -10.2% |
| 3M | -5.5% | +20.0% | -25.5% | -10.3% |
| 6M | +25.9% | +119.9% | -94.0% | +0.7% |
| YTD | +16.4% | +102.3% | -86.0% | -4.9% |
| 1Y | +16.5% | +148.0% | -131.5% | -9.3% |
| 3Y | +270.9% | +450.0% | -179.1% | +161.9% |
| All | +263.6% | +671.3% | -407.7% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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