+122.9%
APH vs AG
+64.2%
+58.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.8% | -49.6% | -48.0% |
| 7D | -48.7% | -3.5% | -45.2% | -48.6% |
| 30D | -51.9% | +19.2% | -71.1% | -53.3% |
| 3M | -43.6% | +6.2% | -49.7% | -44.5% |
| 6M | -37.5% | -26.7% | -10.9% | -35.9% |
| YTD | -38.6% | +26.1% | -64.8% | -42.0% |
| 1Y | -26.3% | +131.7% | -158.0% | -36.3% |
| 3Y | +89.2% | +255.3% | -166.1% | +47.9% |
| All | +122.9% | +64.2% | +58.7% | +86.4% |
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