+282.2%
APH vs AG
+12.9%
+269.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +3.9% |
| 7D | -5.9% | +6.3% | -12.3% | -6.9% |
| 30D | -14.8% | -8.9% | -5.9% | -13.7% |
| 3M | -12.4% | -12.2% | -0.2% | -11.3% |
| 6M | +8.1% | -28.3% | +36.4% | +11.9% |
| YTD | +10.9% | -8.8% | +19.8% | +9.7% |
| 1Y | +8.8% | +39.4% | -30.6% | +1.4% |
| 3Y | +262.1% | +229.4% | +32.6% | +188.2% |
| All | +282.2% | +12.9% | +269.2% | +253.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling