+892.8%
APH vs SNAP
-79.2%
+972.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.8% |
| 7D | -5.0% | -10.6% | +5.5% | -3.9% |
| 30D | -8.4% | -19.7% | +11.4% | -6.3% |
| 3M | -4.5% | -6.5% | +2.0% | -4.2% |
| 6M | +25.3% | -17.8% | +43.0% | +26.8% |
| YTD | +18.9% | -38.0% | +57.0% | +23.2% |
| 1Y | +11.9% | -42.5% | +54.4% | +16.9% |
| 3Y | +278.0% | -55.8% | +333.8% | +290.2% |
| 5Y | +306.4% | -90.5% | +397.0% | +355.4% |
| All | +892.8% | -79.2% | +972.0% | +787.7% |
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