+1,261.2%
APH vs SPMO
+483.2%
+778.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.0% | -2.6% | -2.4% | -2.3% |
| 30D | -8.4% | -14.2% | +5.9% | +6.0% |
| 3M | -4.5% | -12.7% | +8.2% | +8.8% |
| 6M | +25.3% | -9.6% | +34.8% | +37.8% |
| YTD | +18.9% | +9.3% | +9.6% | +10.1% |
| 1Y | +11.9% | +8.2% | +3.7% | +4.9% |
| 3Y | +278.0% | +119.4% | +158.6% | +96.5% |
| 5Y | +306.4% | +112.5% | +194.0% | +116.7% |
| 10Y | +955.2% | +449.2% | +506.0% | +237.1% |
| All | +1,261.2% | +483.2% | +778.0% | +326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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