+10,441.0%
APH vs SPYG
+530.1%
+9,910.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.7% | +5.5% | +5.5% |
| 7D | +1.1% | 0.0% | +1.1% | +1.4% |
| 30D | -7.5% | -8.4% | +0.9% | +1.6% |
| 3M | -4.4% | -6.2% | +1.8% | +2.7% |
| 6M | +26.5% | -1.8% | +28.2% | +30.1% |
| YTD | +20.0% | +8.4% | +11.7% | +12.3% |
| 1Y | +16.9% | +10.1% | +6.8% | +8.0% |
| 3Y | +288.5% | +94.9% | +193.6% | +106.3% |
| 5Y | +310.3% | +68.5% | +241.8% | +148.2% |
| 10Y | +951.3% | +392.2% | +559.1% | +113.9% |
| All | +10,441.0% | +530.1% | +9,910.9% | +1,457.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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