+955.2%
APH vs SPG
+117.2%
+837.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.1% |
| 7D | -5.0% | +5.6% | -10.6% | -6.6% |
| 30D | -8.4% | +17.6% | -25.9% | -12.9% |
| 3M | -4.5% | +7.5% | -12.0% | -6.7% |
| 6M | +25.3% | +18.5% | +6.7% | +18.3% |
| YTD | +18.9% | +30.9% | -12.0% | +8.6% |
| 1Y | +11.9% | +34.1% | -22.2% | +1.4% |
| 3Y | +278.0% | +135.5% | +142.4% | +186.3% |
| 5Y | +306.4% | +86.5% | +219.9% | +224.5% |
| 10Y | +955.2% | +116.1% | +839.1% | +692.6% |
| All | +955.2% | +117.2% | +837.9% | +692.6% |
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