+114,578.9%
APH vs AA
+231.9%
+114,347.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -7.9% |
| 7D | -12.7% | -3.7% | -9.0% | -11.8% |
| 30D | -19.2% | -10.8% | -8.4% | -16.5% |
| 3M | -16.7% | -19.1% | +2.4% | -11.9% |
| 6M | +5.1% | -38.7% | +43.8% | +19.0% |
| YTD | +6.6% | -27.1% | +33.7% | +13.3% |
| 1Y | +3.9% | +8.3% | -4.4% | -1.4% |
| 3Y | +246.0% | +49.6% | +196.5% | +183.0% |
| 5Y | +268.0% | -15.5% | +283.5% | +222.5% |
| 10Y | +868.2% | +60.9% | +807.4% | +463.8% |
| All | +114,578.9% | +231.9% | +114,347.0% | +51,878.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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