+2,947.4%
SPY vs APH
+134,603.9%
-131,656.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.3% | +4.9% | -1.7% |
| 7D | -4.7% | -12.7% | +8.0% | -1.1% |
| 30D | -5.9% | -19.2% | +13.2% | -0.4% |
| 3M | -4.5% | -16.7% | +12.1% | -0.1% |
| 6M | +1.8% | +5.1% | -3.4% | -1.4% |
| YTD | +8.3% | +6.6% | +1.8% | +3.0% |
| 1Y | +9.3% | +3.9% | +5.5% | +4.6% |
| 3Y | +74.9% | +246.0% | -171.2% | +15.7% |
| 5Y | +67.3% | +268.0% | -200.7% | +8.7% |
| 10Y | +311.6% | +868.2% | -556.7% | +106.1% |
| All | +2,947.4% | +134,603.9% | -131,656.5% | +684.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling