+78.0%
SPY vs APH
+282.8%
-204.8%
-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% | -1.3% | -0.6% |
| 7D | +0.1% | +5.0% | -4.8% | -1.2% |
| 30D | +0.1% | -3.9% | +3.9% | +0.9% |
| 3M | +2.0% | +13.0% | -11.0% | -1.9% |
| 6M | +13.0% | +25.2% | -12.1% | +4.8% |
| YTD | +13.5% | +22.9% | -9.4% | +3.7% |
| 1Y | +20.0% | +47.8% | -27.9% | +1.4% |
| All | +78.0% | +282.8% | -204.8% | -5.2% |
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 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