+270.9%
APH vs SNY
+22.5%
+248.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +4.9% | +2.8% | +2.1% | +4.9% |
| 30D | -5.4% | +21.6% | -27.0% | -5.5% |
| 3M | -5.5% | +10.5% | -15.9% | -5.3% |
| 6M | +25.9% | +14.0% | +11.9% | +25.6% |
| YTD | +16.4% | +5.4% | +11.0% | +16.7% |
| 1Y | +16.5% | -2.5% | +18.9% | +17.1% |
| 3Y | +270.9% | +22.1% | +248.8% | +261.4% |
| All | +270.9% | +22.5% | +248.3% | +261.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling