+268.0%
APH vs SNAP
-90.2%
+358.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.0% | +4.7% | -7.8% |
| 7D | -12.7% | -10.4% | -2.3% | -11.7% |
| 30D | -19.2% | -11.9% | -7.2% | -18.1% |
| 3M | -16.7% | -4.5% | -12.2% | -16.6% |
| 6M | +5.1% | -16.7% | +21.8% | +6.3% |
| YTD | +6.6% | -36.9% | +43.5% | +10.1% |
| 1Y | +3.9% | -30.3% | +34.2% | +6.1% |
| 3Y | +246.0% | -52.5% | +298.5% | +254.4% |
| 5Y | +268.0% | -90.4% | +358.4% | +327.2% |
| All | +268.0% | -90.2% | +358.2% | +327.2% |
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