+73,365.0%
APH vs SPY
+3,091.8%
+70,273.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.4% | -48.2% | -48.2% |
| 7D | -48.7% | -0.1% | -48.6% | -48.8% |
| 30D | -51.9% | +0.1% | -52.0% | -52.1% |
| 3M | -43.6% | +2.0% | -45.5% | -44.8% |
| 6M | -37.5% | +13.0% | -50.5% | -44.9% |
| YTD | -38.6% | +13.5% | -52.2% | -46.0% |
| 1Y | -26.3% | +20.0% | -46.3% | -38.5% |
| 3Y | +89.2% | +77.2% | +12.0% | +7.6% |
| 5Y | +119.8% | +81.9% | +37.9% | +22.3% |
| 10Y | +454.3% | +314.1% | +140.2% | +36.2% |
| All | +73,365.0% | +3,091.8% | +70,273.2% | +4,721.1% |
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 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