+136,775.3%
APH vs SPY
+2,945.2%
+133,830.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -4.7% |
| 7D | -12.7% | -4.7% | -8.0% | -8.0% |
| 30D | -19.2% | -5.9% | -13.2% | -13.6% |
| 3M | -16.7% | -4.5% | -12.1% | -12.2% |
| 6M | +5.1% | +1.8% | +3.4% | +4.0% |
| YTD | +6.6% | +8.3% | -1.8% | -0.7% |
| 1Y | +3.9% | +9.3% | -5.5% | -3.8% |
| 3Y | +246.0% | +74.9% | +171.2% | +101.3% |
| 5Y | +268.0% | +67.3% | +200.7% | +124.9% |
| 10Y | +868.2% | +311.6% | +556.7% | +141.8% |
| All | +136,775.3% | +2,945.2% | +133,830.1% | +9,411.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling