+11.3%
APH vs SN
+140.1%
-128.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.4% | +3.5% | -3.1% | -0.7% |
| 30D | -8.0% | +19.4% | -27.4% | -13.8% |
| 3M | -5.0% | +20.9% | -25.9% | -11.8% |
| 6M | +29.9% | +111.1% | -81.2% | -10.2% |
| YTD | +18.0% | +102.8% | -84.8% | -16.0% |
| 1Y | +11.3% | +146.2% | -134.8% | -24.5% |
| All | +11.3% | +140.1% | -128.7% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling