+285.2%
APH vs SNAP
-90.3%
+375.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | +4.9% | +6.0% | -1.2% | +4.2% |
| 30D | -5.4% | -13.8% | +8.4% | -4.0% |
| 3M | -5.5% | -0.8% | -4.7% | -5.8% |
| 6M | +25.9% | -6.2% | +32.2% | +25.7% |
| YTD | +16.4% | -34.8% | +51.2% | +19.8% |
| 1Y | +16.5% | -38.7% | +55.2% | +20.7% |
| 3Y | +270.9% | -53.5% | +324.3% | +280.2% |
| All | +285.2% | -90.3% | +375.5% | +344.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling