+926.4%
APH vs SNAP
-77.2%
+1,003.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.3% |
| 7D | +5.0% | +0.7% | +4.2% | +4.8% |
| 30D | -3.9% | +2.6% | -6.5% | -4.4% |
| 3M | +13.0% | -9.9% | +22.9% | +13.6% |
| 6M | +25.2% | +1.9% | +23.3% | +23.5% |
| YTD | +22.9% | -32.2% | +55.2% | +26.4% |
| 1Y | +47.8% | -22.8% | +70.7% | +49.4% |
| 3Y | +283.0% | -47.6% | +330.6% | +288.5% |
| 5Y | +349.7% | -92.7% | +442.4% | +415.9% |
| All | +926.4% | -77.2% | +1,003.6% | +810.6% |
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