+159.4%
APH vs ABCL
-81.3%
+240.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.4% | -47.4% | -47.7% |
| 7D | -48.7% | -7.8% | -40.9% | -48.3% |
| 30D | -51.9% | +93.1% | -145.0% | -55.4% |
| 3M | -43.6% | +79.4% | -123.0% | -47.5% |
| 6M | -37.5% | +214.9% | -252.4% | -45.6% |
| YTD | -38.6% | +234.2% | -272.8% | -47.2% |
| 1Y | -26.3% | +174.8% | -201.1% | -35.7% |
| 3Y | +89.2% | +104.5% | -15.3% | +62.4% |
| 5Y | +119.8% | -39.0% | +158.8% | +96.6% |
| All | +159.4% | -81.3% | +240.6% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling