+142,411.5%
APH vs SPY
+2,954.7%
+139,456.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +3.8% |
| 7D | -5.9% | -2.7% | -3.2% | -3.1% |
| 30D | -14.8% | -5.4% | -9.4% | -9.4% |
| 3M | -12.4% | -4.1% | -8.3% | -8.1% |
| 6M | +8.1% | +0.7% | +7.4% | +8.1% |
| YTD | +10.9% | +8.7% | +2.3% | +3.1% |
| 1Y | +8.8% | +10.9% | -2.1% | -0.8% |
| 3Y | +262.1% | +75.0% | +187.1% | +110.5% |
| 5Y | +283.1% | +67.8% | +215.3% | +133.4% |
| 10Y | +908.1% | +312.9% | +595.2% | +150.9% |
| All | +142,411.5% | +2,954.7% | +139,456.8% | +9,771.6% |
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