-26.3%
APH vs SPYM
+20.9%
-47.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.4% | -48.2% | -48.5% |
| 7D | -48.7% | -0.1% | -48.6% | -48.9% |
| 30D | -51.9% | +0.1% | -52.0% | -52.3% |
| 3M | -43.6% | +2.0% | -45.6% | -45.7% |
| 6M | -37.5% | +13.1% | -50.6% | -50.1% |
| YTD | -38.6% | +13.6% | -52.3% | -51.3% |
| 1Y | -26.3% | +20.1% | -46.4% | -46.2% |
| All | -26.3% | +20.9% | -47.3% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling