+955.2%
APH vs APA
+0.4%
+954.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -5.0% | -5.5% | +0.5% | -4.2% |
| 30D | -8.4% | -1.2% | -7.2% | -8.3% |
| 3M | -4.5% | +10.6% | -15.1% | -6.3% |
| 6M | +25.3% | +28.4% | -3.1% | +19.3% |
| YTD | +18.9% | +89.7% | -70.8% | +4.9% |
| 1Y | +11.9% | +90.6% | -78.7% | -1.6% |
| 3Y | +278.0% | +36.9% | +241.1% | +240.7% |
| 5Y | +306.4% | +83.2% | +223.2% | +237.6% |
| 10Y | +955.2% | -0.1% | +955.3% | +660.5% |
| All | +955.2% | +0.4% | +954.8% | +660.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling