+61,451.9%
APH vs SPGI
+13,776.1%
+47,675.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.8% | -49.5% | -48.5% |
| 7D | -48.7% | +1.9% | -50.6% | -49.5% |
| 30D | -51.9% | +8.4% | -60.3% | -54.0% |
| 3M | -43.6% | +11.8% | -55.4% | -47.3% |
| 6M | -37.5% | +5.7% | -43.2% | -40.4% |
| YTD | -38.6% | -9.7% | -29.0% | -38.0% |
| 1Y | -26.3% | -12.5% | -13.9% | -25.1% |
| 3Y | +89.2% | +21.8% | +67.4% | +65.1% |
| 5Y | +119.8% | +8.2% | +111.6% | +100.6% |
| 10Y | +454.3% | +309.5% | +144.7% | +179.0% |
| All | +61,451.9% | +13,776.1% | +47,675.9% | +10,121.5% |
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