+285.2%
APH vs SPG
+84.0%
+201.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.6% |
| 7D | +4.9% | +2.0% | +2.9% | +4.0% |
| 30D | -5.4% | +17.2% | -22.6% | -12.1% |
| 3M | -5.5% | +6.3% | -11.8% | -8.2% |
| 6M | +25.9% | +18.7% | +7.2% | +15.1% |
| YTD | +16.4% | +30.1% | -13.7% | +1.4% |
| 1Y | +16.5% | +32.8% | -16.3% | +0.4% |
| 3Y | +270.9% | +133.6% | +137.3% | +132.6% |
| All | +285.2% | +84.0% | +201.2% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling