+285.2%
APH vs APD
+16.4%
+268.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | +4.9% | +3.8% | +1.0% | +3.7% |
| 30D | -5.4% | +8.2% | -13.6% | -7.7% |
| 3M | -5.5% | +4.3% | -9.7% | -6.8% |
| 6M | +25.9% | +4.7% | +21.2% | +23.5% |
| YTD | +16.4% | +31.5% | -15.2% | +4.9% |
| 1Y | +16.5% | +23.5% | -7.0% | +7.1% |
| 3Y | +270.9% | +29.1% | +241.7% | +226.4% |
| All | +285.2% | +16.4% | +268.7% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling