+37,857.0%
APH vs SPG
+5,256.9%
+32,600.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.4% | -46.4% | -47.3% |
| 7D | -48.7% | -2.5% | -46.2% | -48.0% |
| 30D | -51.9% | -6.8% | -45.1% | -50.6% |
| 3M | -43.6% | +2.7% | -46.2% | -44.1% |
| 6M | -37.5% | +5.5% | -43.0% | -38.6% |
| YTD | -38.6% | +15.7% | -54.3% | -41.7% |
| 1Y | -26.3% | +20.9% | -47.2% | -31.2% |
| 3Y | +89.2% | +112.4% | -23.2% | +44.8% |
| 5Y | +119.8% | +101.4% | +18.5% | +69.6% |
| 10Y | +454.3% | +60.6% | +393.6% | +310.6% |
| All | +37,857.0% | +5,256.9% | +32,600.1% | +12,872.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling