+291.1%
APH vs SPYM
+80.9%
+210.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.4% |
| 7D | +5.0% | +0.1% | +4.8% | +4.7% |
| 30D | -3.9% | +0.1% | -3.9% | -4.0% |
| 3M | +13.0% | +2.0% | +10.9% | +10.0% |
| 6M | +25.2% | +13.1% | +12.1% | +5.3% |
| YTD | +22.9% | +13.6% | +9.3% | +3.1% |
| 1Y | +47.8% | +20.1% | +27.8% | +15.5% |
| All | +291.1% | +80.9% | +210.2% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling