+311.1%
SPY vs APH
+950.8%
-639.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | -2.4% | -8.0% | +5.6% | +0.5% |
| 3M | -1.2% | -5.0% | +3.9% | -0.3% |
| 6M | +3.3% | +29.9% | -26.6% | -11.6% |
| YTD | +12.3% | +18.0% | -5.7% | -3.0% |
| 1Y | +12.4% | +11.3% | +1.1% | -0.2% |
| 3Y | +78.8% | +274.9% | -196.1% | -25.8% |
| 5Y | +75.2% | +300.6% | -225.4% | -31.3% |
| 10Y | +311.1% | +944.2% | -633.1% | -8.2% |
| All | +311.1% | +950.8% | -639.7% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling