+90.5%
APH vs A
+26.9%
+63.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.8% | -46.0% | -47.1% |
| 7D | -48.7% | -4.3% | -44.4% | -47.6% |
| 30D | -51.9% | +6.9% | -58.8% | -52.8% |
| 3M | -43.6% | +9.2% | -52.8% | -45.2% |
| 6M | -37.5% | +25.7% | -63.2% | -42.6% |
| YTD | -38.6% | +11.5% | -50.2% | -41.2% |
| 1Y | -26.3% | +18.4% | -44.7% | -31.2% |
| All | +90.5% | +26.9% | +63.6% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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