+268.0%
APH vs APD
+15.3%
+252.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.5% |
| 7D | -12.7% | -0.7% | -12.0% | -12.5% |
| 30D | -19.2% | +10.1% | -29.3% | -21.5% |
| 3M | -16.7% | +4.9% | -21.6% | -18.1% |
| 6M | +5.1% | +2.5% | +2.7% | +3.7% |
| YTD | +6.6% | +27.8% | -21.2% | -3.0% |
| 1Y | +3.9% | +32.9% | -29.0% | -7.5% |
| 3Y | +246.0% | +13.4% | +232.7% | +221.9% |
| 5Y | +268.0% | +12.8% | +255.2% | +220.5% |
| All | +268.0% | +15.3% | +252.7% | +220.5% |
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