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  • APH vs APA✓SelectedUSD · APAAPH vs APA performance historyLatest closeAs of+0.87%09/04
Stock and ETF performance explorer

APH vs APA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+132,206.3%
APA return
+709.1%
Excess return
+131,497.2%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioAPAExcessAlpha
1D+0.9%-3.2%+4.1%+1.5%
7D+5.0%+0.5%+4.4%+4.8%
30D-3.9%+23.4%-27.3%-8.1%
3M+13.0%+12.7%+0.3%+9.5%
6M+25.2%+39.4%-14.3%+14.8%
YTD+22.9%+79.0%-56.0%+6.4%
1Y+47.8%+88.8%-41.0%+25.7%
3Y+283.0%+6.4%+276.7%+254.8%
5Y+349.7%+153.0%+196.7%+230.3%
10Y+1,061.2%+7.5%+1,053.7%+715.9%
All+132,206.3%+709.1%+131,497.2%+86,034.0%

Cumulative growth

Daily Returns

Daily percentage return beside APA.

Daily Out/Under-Performance

Portfolio return minus APA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × APA 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded APA 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling