+16.4%
APH vs ABCL
+138.2%
-121.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.0% | -6.3% |
| 7D | -2.4% | -10.0% | +7.6% | -1.3% |
| 30D | -9.5% | -10.9% | +1.4% | -8.6% |
| 3M | -7.6% | +101.6% | -109.3% | -15.8% |
| 6M | +12.4% | +167.5% | -155.1% | -3.5% |
| YTD | +17.5% | +259.1% | -241.5% | -8.1% |
| 1Y | +16.4% | +152.2% | -135.8% | -1.6% |
| All | +16.4% | +138.2% | -121.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling