+14.8%
SPY vs APH
+16.5%
-1.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.2% | +7.8% | +2.5% |
| 7D | -0.7% | -2.4% | +1.7% | -0.5% |
| 30D | -1.0% | -9.5% | +8.4% | +0.2% |
| 3M | -0.3% | -7.6% | +7.3% | +0.4% |
| 6M | +7.3% | +12.4% | -5.1% | +5.0% |
| YTD | +13.3% | +17.5% | -4.2% | +7.0% |
| 1Y | +14.8% | +16.4% | -1.6% | +8.3% |
| All | +14.8% | +16.5% | -1.7% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling