+262.1%
APH vs SPYM
+75.5%
+186.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +3.7% |
| 7D | -5.9% | -2.7% | -3.3% | -1.9% |
| 30D | -14.8% | -5.4% | -9.4% | -7.1% |
| 3M | -12.4% | -4.1% | -8.4% | -6.4% |
| 6M | +8.1% | +0.8% | +7.3% | +7.9% |
| YTD | +10.9% | +8.8% | +2.2% | -0.5% |
| 1Y | +8.8% | +11.0% | -2.2% | -4.8% |
| 3Y | +262.1% | +75.5% | +186.6% | +90.1% |
| All | +262.1% | +75.5% | +186.6% | +90.1% |
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