+944.2%
APH vs SPGI
+335.3%
+609.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +0.4% | -1.4% | +1.7% | +1.1% |
| 30D | -8.0% | +15.3% | -23.2% | -14.3% |
| 3M | -5.0% | +16.5% | -21.5% | -12.5% |
| 6M | +29.9% | +19.8% | +10.1% | +16.2% |
| YTD | +18.0% | -3.2% | +21.2% | +16.2% |
| 1Y | +11.3% | +1.8% | +9.5% | +6.4% |
| 3Y | +274.9% | +30.6% | +244.3% | +206.0% |
| 5Y | +300.6% | +16.0% | +284.6% | +243.2% |
| All | +944.2% | +335.3% | +609.0% | +390.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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