+3,495.1%
APH vs SPYM
+829.4%
+2,665.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.4% | -48.2% | -48.3% |
| 7D | -48.7% | -0.1% | -48.6% | -48.9% |
| 30D | -51.9% | +0.1% | -52.0% | -52.2% |
| 3M | -43.6% | +2.0% | -45.6% | -44.9% |
| 6M | -37.5% | +13.1% | -50.6% | -45.4% |
| YTD | -38.6% | +13.6% | -52.3% | -46.5% |
| 1Y | -26.3% | +20.1% | -46.4% | -39.4% |
| 3Y | +89.2% | +77.6% | +11.6% | +3.5% |
| 5Y | +119.8% | +82.5% | +37.3% | +17.1% |
| 10Y | +454.3% | +317.6% | +136.7% | +21.1% |
| All | +3,495.1% | +829.4% | +2,665.7% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling