+166.7%
SOXX vs APH
+289.4%
-122.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -2.2% |
| 7D | +9.4% | +4.9% | +4.5% | +5.1% |
| 30D | -13.8% | -5.4% | -8.4% | -9.6% |
| 3M | -18.6% | -5.5% | -13.2% | -15.0% |
| 6M | -15.1% | +25.9% | -41.0% | -29.6% |
| YTD | +49.0% | +16.4% | +32.6% | +22.5% |
| 1Y | +55.3% | +16.5% | +38.8% | +27.0% |
| 3Y | +179.0% | +270.9% | -91.9% | -38.4% |
| All | +166.7% | +289.4% | -122.6% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 5y: compounded portfolio wealth divided by compounded APH 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…
5y analysis · Full analysis span regression · 6 months rolling