+7,619.3%
APH vs SPYM
+829.4%
+6,789.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.3% |
| 7D | +5.0% | +0.1% | +4.8% | +4.8% |
| 30D | -3.9% | +0.1% | -3.9% | -4.0% |
| 3M | +13.0% | +2.0% | +10.9% | +10.8% |
| 6M | +25.2% | +13.1% | +12.1% | +9.8% |
| YTD | +22.9% | +13.6% | +9.3% | +7.5% |
| 1Y | +47.8% | +20.1% | +27.8% | +22.1% |
| 3Y | +283.0% | +77.6% | +205.5% | +110.3% |
| 5Y | +349.7% | +82.5% | +267.1% | +140.5% |
| 10Y | +1,061.2% | +317.6% | +743.6% | +154.9% |
| All | +7,619.3% | +829.4% | +6,789.9% | +550.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling