+262.1%
APH vs APA
+24.2%
+237.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.9% |
| 7D | -5.9% | -15.5% | +9.6% | -4.8% |
| 30D | -14.8% | +2.4% | -17.2% | -15.0% |
| 3M | -12.4% | +22.8% | -35.2% | -14.2% |
| 6M | +8.1% | +17.9% | -9.9% | +6.1% |
| YTD | +10.9% | +87.7% | -76.7% | -0.7% |
| 1Y | +8.8% | +94.2% | -85.4% | -3.6% |
| 3Y | +262.1% | +27.2% | +234.9% | +222.6% |
| All | +262.1% | +24.2% | +237.9% | +222.6% |
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