+948.3%
APH vs ALK
-45.1%
+993.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +1.7% |
| 7D | +11.1% | +0.9% | +10.2% | +10.9% |
| 30D | -7.3% | +3.3% | -10.6% | -8.6% |
| 3M | -6.2% | -17.6% | +11.4% | -1.7% |
| 6M | +24.9% | +0.8% | +24.1% | +22.8% |
| YTD | +18.4% | -22.4% | +40.8% | +23.6% |
| 1Y | +13.0% | -10.1% | +23.1% | +12.9% |
| 3Y | +276.4% | +14.0% | +262.4% | +232.3% |
| 5Y | +296.4% | -29.8% | +326.2% | +294.6% |
| All | +948.3% | -45.1% | +993.4% | +873.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling