+89.8%
APH vs SN
+490.7%
-400.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -9.9% | -37.9% | -44.4% |
| 7D | -48.7% | -10.1% | -38.6% | -45.4% |
| 30D | -51.9% | -4.8% | -47.1% | -49.7% |
| 3M | -43.6% | +40.4% | -84.0% | -47.1% |
| 6M | -37.5% | +50.9% | -88.5% | -42.8% |
| YTD | -38.6% | +54.9% | -93.6% | -44.1% |
| 1Y | -26.3% | +43.0% | -69.4% | -31.9% |
| 3Y | +89.2% | +391.8% | -302.6% | +48.5% |
| All | +89.8% | +490.7% | -400.9% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling