+432.4%
APH vs ABCL
-81.3%
+513.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +5.0% | +0.7% | +4.3% | +4.9% |
| 30D | -3.9% | +93.1% | -97.0% | -10.9% |
| 3M | +13.0% | +79.4% | -66.5% | +5.1% |
| 6M | +25.2% | +214.9% | -189.7% | +9.0% |
| YTD | +22.9% | +234.2% | -211.3% | +5.7% |
| 1Y | +47.8% | +174.8% | -126.9% | +29.0% |
| 3Y | +283.0% | +104.5% | +178.5% | +228.6% |
| 5Y | +349.7% | -39.0% | +388.7% | +302.0% |
| All | +432.4% | -81.3% | +513.6% | +391.8% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling