+141.2%
ADI vs APH
+350.9%
-209.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | +0.4% | +5.0% | -4.5% | -2.5% |
| 30D | -3.8% | -3.9% | +0.1% | -1.8% |
| 3M | -15.3% | +13.0% | -28.2% | -21.6% |
| 6M | +6.7% | +25.2% | -18.5% | -8.5% |
| YTD | +34.8% | +22.9% | +11.8% | +10.8% |
| 1Y | +49.0% | +47.8% | +1.2% | +4.2% |
| 3Y | +108.1% | +283.0% | -174.9% | -40.7% |
| All | +141.2% | +350.9% | -209.7% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling