+126,376.5%
APH vs APD
+4,318.0%
+122,058.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.0% | -6.9% |
| 7D | -2.4% | +3.8% | -6.2% | -4.0% |
| 30D | -9.5% | +14.1% | -23.6% | -14.6% |
| 3M | -7.6% | +8.2% | -15.8% | -11.1% |
| 6M | +12.4% | +7.5% | +4.8% | +7.9% |
| YTD | +17.5% | +31.7% | -14.1% | +2.8% |
| 1Y | +16.4% | +35.1% | -18.7% | 0.0% |
| 3Y | +281.6% | +16.8% | +264.8% | +237.7% |
| 5Y | +317.7% | +19.4% | +298.4% | +262.9% |
| 10Y | +967.8% | +203.5% | +764.3% | +515.7% |
| All | +126,376.5% | +4,318.0% | +122,058.5% | +30,568.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling