+884.9%
APH vs SNAP
-77.7%
+962.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.8% | -7.6% | -1.5% |
| 7D | +0.4% | -9.8% | +10.2% | +1.5% |
| 30D | -8.0% | -18.2% | +10.2% | -6.1% |
| 3M | -5.0% | -3.1% | -1.9% | -5.1% |
| 6M | +29.9% | -7.1% | +37.0% | +29.7% |
| YTD | +18.0% | -33.8% | +51.8% | +21.3% |
| 1Y | +11.3% | -39.0% | +50.4% | +15.5% |
| 3Y | +274.9% | -52.8% | +327.8% | +284.2% |
| 5Y | +300.6% | -90.0% | +390.6% | +345.9% |
| All | +884.9% | -77.7% | +962.6% | +774.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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