+1,082.3%
APH vs SNY
+64.5%
+1,017.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +1.4% | -3.3% | +4.7% | +2.2% |
| 30D | -1.2% | -2.2% | +0.9% | -0.7% |
| 3M | +10.3% | -3.0% | +13.3% | +10.6% |
| 6M | +25.2% | +2.7% | +22.4% | +23.6% |
| YTD | +24.6% | -6.8% | +31.5% | +26.2% |
| 1Y | +41.4% | -5.3% | +46.7% | +42.2% |
| 3Y | +297.8% | -9.8% | +307.6% | +294.4% |
| 5Y | +366.0% | +9.7% | +356.3% | +318.1% |
| All | +1,082.3% | +64.5% | +1,017.8% | +831.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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