+122.9%
APH vs SPGI
+8.3%
+114.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.8% | -49.5% | -48.4% |
| 7D | -48.7% | +1.9% | -50.6% | -49.4% |
| 30D | -51.9% | +8.4% | -60.3% | -53.8% |
| 3M | -43.6% | +11.8% | -55.4% | -47.2% |
| 6M | -37.5% | +5.7% | -43.2% | -40.1% |
| YTD | -38.6% | -9.7% | -29.0% | -37.1% |
| 1Y | -26.3% | -12.5% | -13.9% | -23.7% |
| 3Y | +89.2% | +21.8% | +67.4% | +58.0% |
| All | +122.9% | +8.3% | +114.6% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling