+270.9%
APH vs APA
+45.9%
+224.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -1.9% |
| 7D | +4.9% | +8.5% | -3.7% | +4.2% |
| 30D | -5.4% | +2.8% | -8.2% | -5.7% |
| 3M | -5.5% | +21.7% | -27.2% | -7.2% |
| 6M | +25.9% | +32.6% | -6.7% | +22.2% |
| YTD | +16.4% | +103.7% | -87.3% | +3.4% |
| 1Y | +16.5% | +101.8% | -85.3% | +3.4% |
| 3Y | +270.9% | +48.1% | +222.8% | +224.4% |
| All | +270.9% | +45.9% | +224.9% | +224.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling