+16,567.1%
APH vs SNY
+286.7%
+16,280.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +4.9% | +2.8% | +2.1% | +3.8% |
| 30D | -5.4% | +21.6% | -27.0% | -13.0% |
| 3M | -5.5% | +10.5% | -15.9% | -9.7% |
| 6M | +25.9% | +14.0% | +11.9% | +17.6% |
| YTD | +16.4% | +5.4% | +11.0% | +12.2% |
| 1Y | +16.5% | -2.5% | +18.9% | +15.9% |
| 3Y | +270.9% | +22.1% | +248.8% | +222.6% |
| 5Y | +289.5% | +18.0% | +271.4% | +230.4% |
| 10Y | +930.0% | +77.7% | +852.3% | +595.8% |
| All | +16,567.1% | +286.7% | +16,280.4% | +6,780.2% |
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