+951.3%
APH vs AG
+77.4%
+873.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.7% | +3.5% | +7.7% |
| 7D | +1.1% | +10.8% | -9.7% | 0.0% |
| 30D | -7.5% | -8.2% | +0.7% | -6.8% |
| 3M | -4.4% | -13.7% | +9.2% | -3.3% |
| 6M | +26.5% | -27.3% | +53.7% | +29.5% |
| YTD | +20.0% | -4.6% | +24.6% | +18.8% |
| 1Y | +16.9% | +39.4% | -22.5% | +11.7% |
| 3Y | +288.5% | +244.1% | +44.4% | +236.3% |
| 5Y | +310.3% | +16.8% | +293.5% | +273.6% |
| 10Y | +951.3% | +71.7% | +879.6% | +818.3% |
| All | +951.3% | +77.4% | +873.9% | +818.3% |
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