+1,059.7%
APH vs AG
+65.2%
+994.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.1% |
| 7D | +5.0% | +1.0% | +3.9% | +4.8% |
| 30D | -3.9% | +19.2% | -23.1% | -5.7% |
| 3M | +13.0% | +6.2% | +6.8% | +11.8% |
| 6M | +25.2% | -26.7% | +51.8% | +27.5% |
| YTD | +22.9% | +26.1% | -3.2% | +18.6% |
| 1Y | +47.8% | +131.7% | -83.8% | +34.7% |
| 3Y | +283.0% | +255.3% | +27.7% | +228.5% |
| 5Y | +349.7% | +61.9% | +287.7% | +298.3% |
| All | +1,059.7% | +65.2% | +994.5% | +950.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling