+312.8%
SPY vs APH
+1,054.4%
-741.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +0.1% | +5.0% | -4.8% | -2.1% |
| 30D | +0.1% | -3.9% | +3.9% | +1.5% |
| 3M | +2.0% | +13.0% | -11.0% | -5.0% |
| 6M | +13.0% | +25.2% | -12.1% | -1.2% |
| YTD | +13.5% | +22.9% | -9.4% | -2.6% |
| 1Y | +20.0% | +47.8% | -27.9% | -8.1% |
| 3Y | +77.2% | +283.0% | -205.8% | -26.0% |
| 5Y | +81.9% | +349.7% | -267.8% | -32.3% |
| All | +312.8% | +1,054.4% | -741.6% | -13.5% |
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