+268.0%
APH vs SPGI
+11.5%
+256.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.6% |
| 7D | -12.7% | +2.6% | -15.3% | -13.6% |
| 30D | -19.2% | +19.3% | -38.4% | -24.7% |
| 3M | -16.7% | +15.5% | -32.2% | -21.7% |
| 6M | +5.1% | +18.3% | -13.2% | -3.6% |
| YTD | +6.6% | -3.8% | +10.3% | +6.8% |
| 1Y | +3.9% | +1.3% | +2.6% | +0.8% |
| 3Y | +246.0% | +33.6% | +212.4% | +176.6% |
| 5Y | +268.0% | +13.2% | +254.8% | +222.0% |
| All | +268.0% | +11.5% | +256.5% | +222.0% |
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