+930.0%
APH vs AG
+76.0%
+854.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.5% |
| 7D | +4.9% | -10.0% | +14.8% | +6.0% |
| 30D | -5.4% | -10.5% | +5.1% | -4.4% |
| 3M | -5.5% | -27.3% | +21.8% | -2.7% |
| 6M | +25.9% | -43.0% | +68.9% | +32.0% |
| YTD | +16.4% | -17.9% | +34.3% | +16.9% |
| 1Y | +16.5% | +11.9% | +4.6% | +13.7% |
| 3Y | +270.9% | +201.8% | +69.0% | +225.3% |
| 5Y | +289.5% | -0.1% | +289.6% | +260.0% |
| All | +930.0% | +76.0% | +854.0% | +810.1% |
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