+307.3%
SPY vs APH
+978.7%
-671.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.2% | -5.8% | -1.2% |
| 7D | +0.1% | +1.1% | -1.0% | -0.9% |
| 30D | -3.3% | -7.5% | +4.2% | -0.7% |
| 3M | -2.4% | -4.4% | +2.0% | -1.8% |
| 6M | +2.6% | +26.5% | -23.9% | -11.0% |
| YTD | +11.2% | +20.0% | -8.8% | -4.6% |
| 1Y | +13.4% | +16.9% | -3.5% | -1.8% |
| 3Y | +79.9% | +288.5% | -208.6% | -26.7% |
| 5Y | +72.2% | +310.3% | -238.1% | -33.2% |
| 10Y | +307.3% | +951.3% | -644.0% | -9.1% |
| All | +307.3% | +978.7% | -671.4% | -9.1% |
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