+114,578.9%
APH vs SPGI
+14,680.2%
+99,898.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.5% |
| 7D | -12.7% | +2.6% | -15.3% | -13.8% |
| 30D | -19.2% | +19.3% | -38.4% | -25.4% |
| 3M | -16.7% | +15.5% | -32.2% | -22.4% |
| 6M | +5.1% | +18.3% | -13.2% | -4.3% |
| YTD | +6.6% | -3.8% | +10.3% | +4.9% |
| 1Y | +3.9% | +1.3% | +2.6% | -0.3% |
| 3Y | +246.0% | +33.6% | +212.4% | +190.7% |
| 5Y | +268.0% | +13.2% | +254.8% | +230.2% |
| 10Y | +868.2% | +346.3% | +521.9% | +370.5% |
| All | +114,578.9% | +14,680.2% | +99,898.6% | +18,449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling