+284.1%
APH vs SN
+490.7%
-206.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +5.0% | -9.3% | +14.3% | +7.5% |
| 30D | -3.9% | -4.8% | +0.9% | -2.9% |
| 3M | +13.0% | +40.4% | -27.5% | +2.1% |
| 6M | +25.2% | +50.9% | -25.8% | +10.4% |
| YTD | +22.9% | +54.9% | -32.0% | +8.1% |
| 1Y | +47.8% | +43.0% | +4.8% | +31.7% |
| 3Y | +283.0% | +391.8% | -108.8% | +189.8% |
| All | +284.1% | +490.7% | -206.5% | +191.0% |
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