+157,814.4%
APH vs SPY
+3,091.8%
+154,722.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +5.0% | +0.1% | +4.8% | +4.8% |
| 30D | -3.9% | +0.1% | -3.9% | -3.9% |
| 3M | +13.0% | +2.0% | +11.0% | +11.0% |
| 6M | +25.2% | +13.0% | +12.1% | +10.8% |
| YTD | +22.9% | +13.5% | +9.4% | +8.6% |
| 1Y | +47.8% | +20.0% | +27.9% | +23.8% |
| 3Y | +283.0% | +77.2% | +205.8% | +118.6% |
| 5Y | +349.7% | +81.9% | +267.8% | +151.2% |
| 10Y | +1,061.2% | +314.1% | +747.2% | +186.4% |
| All | +157,814.4% | +3,091.8% | +154,722.6% | +10,301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling