+955.2%
APH vs AR
+52.4%
+902.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.3% | +2.9% | +6.7% |
| 7D | -5.0% | -5.8% | +0.7% | -4.3% |
| 30D | -8.4% | +4.8% | -13.2% | -8.9% |
| 3M | -4.5% | +1.5% | -6.0% | -4.8% |
| 6M | +25.3% | +4.7% | +20.6% | +24.1% |
| YTD | +18.9% | +9.2% | +9.7% | +16.7% |
| 1Y | +11.9% | +11.2% | +0.8% | +9.5% |
| 3Y | +278.0% | +46.2% | +231.7% | +256.6% |
| 5Y | +306.4% | +98.1% | +208.4% | +265.0% |
| 10Y | +955.2% | +54.5% | +900.6% | +767.5% |
| All | +955.2% | +52.4% | +902.8% | +767.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling