+1,062.4%
APH vs SPYM
+316.7%
+745.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +1.6% | -0.4% | +2.0% | +2.1% |
| 30D | -3.0% | -1.4% | -1.6% | -1.5% |
| 3M | +5.7% | +3.7% | +2.0% | +1.6% |
| 6M | +20.0% | +13.0% | +6.9% | +5.0% |
| YTD | +20.8% | +12.5% | +8.3% | +6.6% |
| 1Y | +40.2% | +18.6% | +21.6% | +17.1% |
| 3Y | +288.1% | +78.0% | +210.1% | +113.2% |
| 5Y | +352.5% | +82.3% | +270.2% | +143.4% |
| 10Y | +1,062.4% | +322.9% | +739.6% | +182.4% |
| All | +1,062.4% | +316.7% | +745.7% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling