+76.5%
SPY vs APH
+282.1%
-205.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | -0.6% | -5.0% | +4.4% | +0.5% |
| 30D | -3.7% | -8.4% | +4.7% | -1.9% |
| 3M | -2.7% | -4.5% | +1.8% | -2.3% |
| 6M | +2.2% | +25.3% | -23.1% | -5.2% |
| YTD | +10.8% | +18.9% | -8.1% | +1.7% |
| 1Y | +11.2% | +11.9% | -0.7% | +4.0% |
| 3Y | +76.5% | +278.0% | -201.5% | -3.1% |
| All | +76.5% | +282.1% | -205.7% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling