+90.5%
APH vs SN
+389.7%
-299.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -9.9% | -37.9% | -43.9% |
| 7D | -48.7% | -10.1% | -38.6% | -44.9% |
| 30D | -51.9% | -4.8% | -47.1% | -49.3% |
| 3M | -43.6% | +40.4% | -84.0% | -47.7% |
| 6M | -37.5% | +50.9% | -88.5% | -43.7% |
| YTD | -38.6% | +54.9% | -93.6% | -44.9% |
| 1Y | -26.3% | +43.0% | -69.4% | -32.8% |
| All | +90.5% | +389.7% | -299.2% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling