+883.4%
APH vs SPG
+109.7%
+773.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | -5.9% | +4.9% | -10.8% | -7.3% |
| 30D | -14.8% | +15.6% | -30.4% | -18.6% |
| 3M | -12.4% | +4.1% | -16.5% | -13.7% |
| 6M | +8.1% | +13.6% | -5.5% | +3.3% |
| YTD | +10.9% | +27.5% | -16.6% | +2.1% |
| 1Y | +8.8% | +32.2% | -23.5% | -1.1% |
| 3Y | +262.1% | +126.0% | +136.1% | +177.7% |
| 5Y | +283.1% | +74.7% | +208.4% | +211.4% |
| All | +883.4% | +109.7% | +773.7% | +643.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling