+285.6%
APH vs SPY
+77.4%
+208.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | +5.0% | +0.1% | +4.8% | +4.8% |
| 30D | -3.9% | +0.1% | -3.9% | -4.0% |
| 3M | +13.0% | +2.0% | +11.0% | +10.2% |
| 6M | +25.2% | +13.0% | +12.1% | +6.0% |
| YTD | +22.9% | +13.5% | +9.4% | +3.8% |
| 1Y | +47.8% | +20.0% | +27.9% | +16.6% |
| All | +285.6% | +77.4% | +208.3% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling