+345.6%
APH vs SNY
+9.1%
+336.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -2.2% | -3.6% | +1.4% | -1.8% |
| 30D | -4.0% | -1.9% | -2.1% | -3.8% |
| 3M | +7.7% | -2.0% | +9.7% | +7.7% |
| 6M | +17.8% | +2.5% | +15.2% | +17.0% |
| YTD | +19.2% | -7.0% | +26.1% | +19.9% |
| 1Y | +35.7% | -4.4% | +40.1% | +35.8% |
| 3Y | +282.9% | -8.4% | +291.3% | +280.1% |
| 5Y | +345.6% | +9.5% | +336.1% | +309.3% |
| All | +345.6% | +9.1% | +336.5% | +309.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling