+90.5%
APH vs SPG
+112.6%
-22.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.4% | -46.4% | -47.2% |
| 7D | -48.7% | -2.5% | -46.2% | -47.9% |
| 30D | -51.9% | -6.8% | -45.1% | -50.4% |
| 3M | -43.6% | +2.7% | -46.2% | -44.5% |
| 6M | -37.5% | +5.5% | -43.0% | -39.2% |
| YTD | -38.6% | +15.7% | -54.3% | -42.7% |
| 1Y | -26.3% | +20.9% | -47.2% | -32.7% |
| All | +90.5% | +112.6% | -22.1% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling