+288.5%
APH vs APA
+34.8%
+253.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.2% | +8.4% | +8.2% |
| 7D | +1.1% | -8.7% | +9.8% | +1.8% |
| 30D | -7.5% | -2.4% | -5.1% | -7.4% |
| 3M | -4.4% | +19.0% | -23.4% | -6.1% |
| 6M | +26.5% | +26.8% | -0.3% | +23.0% |
| YTD | +20.0% | +87.3% | -67.3% | +7.3% |
| 1Y | +16.9% | +92.3% | -75.4% | +3.6% |
| 3Y | +288.5% | +37.3% | +251.3% | +242.1% |
| All | +288.5% | +34.8% | +253.7% | +242.1% |
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