+1,062.4%
APH vs SU
+259.2%
+803.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | +1.6% | +1.6% | +0.1% | +1.2% |
| 30D | -3.0% | +10.7% | -13.7% | -5.5% |
| 3M | +5.7% | +13.5% | -7.8% | +2.0% |
| 6M | +20.0% | +21.8% | -1.8% | +12.8% |
| YTD | +20.8% | +58.8% | -38.0% | +5.6% |
| 1Y | +40.2% | +72.0% | -31.8% | +19.9% |
| 3Y | +288.1% | +121.7% | +166.4% | +206.1% |
| 5Y | +352.5% | +350.4% | +2.1% | +184.2% |
| 10Y | +1,062.4% | +264.7% | +797.8% | +654.2% |
| All | +1,062.4% | +259.2% | +803.3% | +654.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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