+282.2%
APH vs SNAP
-90.7%
+372.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.6% | +6.7% | +4.4% |
| 7D | -5.9% | -7.1% | +1.2% | -5.2% |
| 30D | -14.8% | -14.6% | -0.2% | -13.4% |
| 3M | -12.4% | -5.0% | -7.4% | -12.3% |
| 6M | +8.1% | -18.8% | +26.9% | +9.6% |
| YTD | +10.9% | -38.5% | +49.5% | +15.0% |
| 1Y | +8.8% | -38.1% | +46.8% | +12.6% |
| 3Y | +262.1% | -53.8% | +315.8% | +271.9% |
| All | +282.2% | -90.7% | +372.9% | +349.6% |
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 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