+278.0%
APH vs SPY
+78.4%
+199.6%
-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% | -0.6% | -0.4% |
| 7D | -5.0% | -0.6% | -4.4% | -4.0% |
| 30D | -8.4% | -3.7% | -4.7% | -2.8% |
| 3M | -4.5% | -2.7% | -1.8% | +0.1% |
| 6M | +25.3% | +2.2% | +23.1% | +22.9% |
| YTD | +18.9% | +10.8% | +8.1% | +4.3% |
| 1Y | +11.9% | +11.2% | +0.7% | -2.0% |
| 3Y | +278.0% | +76.5% | +201.5% | +99.1% |
| All | +278.0% | +78.4% | +199.6% | +99.1% |
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