+4,921.9%
APH vs SPYG
+564.9%
+4,357.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.7% | -48.5% | -48.5% |
| 7D | -48.7% | -0.1% | -48.6% | -49.0% |
| 30D | -51.9% | -0.4% | -51.5% | -52.0% |
| 3M | -43.6% | +0.5% | -44.1% | -44.1% |
| 6M | -37.5% | +17.5% | -55.0% | -47.0% |
| YTD | -38.6% | +14.3% | -53.0% | -46.3% |
| 1Y | -26.3% | +21.7% | -48.0% | -39.2% |
| 3Y | +89.2% | +98.6% | -9.4% | -2.8% |
| 5Y | +119.8% | +85.1% | +34.7% | +19.4% |
| 10Y | +454.3% | +412.0% | +42.2% | +7.0% |
| All | +4,921.9% | +564.9% | +4,357.0% | +594.1% |
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