+17,292.2%
APH vs SNY
+245.1%
+17,047.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.2% |
| 7D | +0.2% | -2.7% | +2.9% | +1.3% |
| 30D | -3.3% | -0.7% | -2.7% | -3.1% |
| 3M | +14.0% | -1.6% | +15.7% | +14.0% |
| 6M | +24.4% | +2.3% | +22.2% | +22.2% |
| YTD | +21.4% | -6.0% | +27.4% | +23.3% |
| 1Y | +48.9% | -2.7% | +51.6% | +48.4% |
| 3Y | +290.1% | -7.5% | +297.6% | +279.4% |
| 5Y | +352.8% | +6.7% | +346.1% | +301.5% |
| 10Y | +1,041.3% | +62.3% | +979.0% | +701.0% |
| All | +17,292.2% | +245.1% | +17,047.2% | +7,458.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling