+1,055.9%
APH vs SPY
+313.2%
+742.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +10.7% |
| 6M | +25.2% | +13.0% | +12.1% | +9.4% |
| YTD | +22.9% | +13.5% | +9.4% | +7.2% |
| 1Y | +47.8% | +20.0% | +27.9% | +21.7% |
| 3Y | +283.0% | +77.2% | +205.8% | +109.7% |
| 5Y | +349.7% | +81.9% | +267.8% | +140.2% |
| All | +1,055.9% | +313.2% | +742.7% | +174.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling