+114,578.9%
APH vs APA
+726.7%
+113,852.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.1% | -8.9% |
| 7D | -12.7% | -15.6% | +2.9% | -9.8% |
| 30D | -19.2% | -0.9% | -18.3% | -19.2% |
| 3M | -16.7% | +26.1% | -42.8% | -21.0% |
| 6M | +5.1% | +6.1% | -1.0% | +2.4% |
| YTD | +6.6% | +82.8% | -76.3% | -8.5% |
| 1Y | +3.9% | +106.5% | -102.6% | -13.3% |
| 3Y | +246.0% | +21.9% | +224.1% | +211.1% |
| 5Y | +268.0% | +69.7% | +198.3% | +194.4% |
| 10Y | +868.2% | 0.0% | +868.2% | +593.0% |
| All | +114,578.9% | +726.7% | +113,852.2% | +73,960.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling