+3,094.0%
SPY vs APH
+155,309.2%
-152,215.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +0.1% | +5.0% | -4.8% | -1.3% |
| 30D | +0.1% | -3.9% | +3.9% | +1.0% |
| 3M | +2.0% | +13.0% | -11.0% | -2.3% |
| 6M | +13.0% | +25.2% | -12.1% | +4.4% |
| YTD | +13.5% | +22.9% | -9.4% | +4.2% |
| 1Y | +20.0% | +47.8% | -27.9% | +3.8% |
| 3Y | +77.2% | +283.0% | -205.8% | +14.4% |
| 5Y | +81.9% | +349.7% | -267.8% | +12.2% |
| 10Y | +314.1% | +1,061.2% | -747.2% | +98.1% |
| All | +3,094.0% | +155,309.2% | -152,215.2% | +693.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling