+1,059.7%
APH vs ALK
-34.2%
+1,093.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.4% |
| 7D | +5.0% | -0.7% | +5.6% | +5.1% |
| 30D | -3.9% | -19.2% | +15.4% | +1.8% |
| 3M | +13.0% | -1.5% | +14.5% | +12.6% |
| 6M | +25.2% | -13.1% | +38.2% | +27.8% |
| YTD | +22.9% | -16.4% | +39.4% | +26.4% |
| 1Y | +47.8% | -33.1% | +80.9% | +60.5% |
| 3Y | +283.0% | +0.6% | +282.4% | +253.1% |
| 5Y | +349.7% | -26.4% | +376.0% | +343.2% |
| All | +1,059.7% | -34.2% | +1,093.9% | +925.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded ALK 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling