+355.9%
APH vs ALC
-16.0%
+371.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.6% |
| 7D | +5.0% | -2.1% | +7.1% | +5.7% |
| 30D | -3.9% | -0.1% | -3.8% | -4.1% |
| 3M | +13.0% | +5.9% | +7.1% | +9.9% |
| 6M | +25.2% | -15.9% | +41.1% | +32.2% |
| YTD | +22.9% | -10.1% | +33.0% | +26.4% |
| 1Y | +47.8% | -10.2% | +58.1% | +51.5% |
| 3Y | +283.0% | -13.6% | +296.6% | +289.8% |
| All | +355.9% | -16.0% | +371.9% | +358.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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