+237.6%
APH vs ALC
+24.0%
+213.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.2% | -45.6% | -46.9% |
| 7D | -48.7% | -2.4% | -46.3% | -47.8% |
| 30D | -51.9% | -0.1% | -51.8% | -51.6% |
| 3M | -43.6% | +5.9% | -49.4% | -44.8% |
| 6M | -37.5% | -15.9% | -21.6% | -33.0% |
| YTD | -38.6% | -10.1% | -28.5% | -36.2% |
| 1Y | -26.3% | -10.2% | -16.1% | -23.7% |
| 3Y | +89.2% | -13.6% | +102.8% | +94.0% |
| 5Y | +119.8% | -15.1% | +134.9% | +123.1% |
| All | +237.6% | +24.0% | +213.6% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling