+61,451.9%
APH vs SO
+4,825.6%
+56,626.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.1% | -47.9% | -47.8% |
| 7D | -48.7% | -1.1% | -47.6% | -48.6% |
| 30D | -51.9% | -4.6% | -47.4% | -51.3% |
| 3M | -43.6% | -3.0% | -40.5% | -43.3% |
| 6M | -37.5% | -8.3% | -29.3% | -36.3% |
| YTD | -38.6% | +3.5% | -42.2% | -39.7% |
| 1Y | -26.3% | -0.9% | -25.4% | -26.7% |
| 3Y | +89.2% | +45.4% | +43.9% | +63.5% |
| 5Y | +119.8% | +59.6% | +60.2% | +83.0% |
| 10Y | +454.3% | +156.6% | +297.6% | +293.1% |
| All | +61,451.9% | +4,825.6% | +56,626.4% | +29,747.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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