+246.7%
APH vs SN
+659.6%
-412.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.4% |
| 7D | -5.9% | +7.2% | -13.1% | -7.7% |
| 30D | -14.8% | +20.4% | -35.2% | -18.9% |
| 3M | -12.4% | +23.9% | -36.3% | -17.7% |
| 6M | +8.1% | +93.0% | -85.0% | -10.5% |
| YTD | +10.9% | +99.2% | -88.3% | -9.0% |
| 1Y | +8.8% | +142.6% | -133.8% | -14.8% |
| 3Y | +262.1% | +398.8% | -136.7% | +157.5% |
| All | +246.7% | +659.6% | -412.9% | +145.2% |
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