+247.7%
APH vs AR
+20.9%
+226.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.8% |
| 7D | -12.7% | -11.7% | -1.0% | -10.6% |
| 30D | -19.2% | +1.8% | -21.0% | -19.5% |
| 3M | -16.7% | +6.0% | -22.7% | -18.0% |
| 6M | +5.1% | -7.0% | +12.2% | +6.0% |
| YTD | +6.6% | +5.6% | +1.0% | +2.7% |
| 1Y | +3.9% | +10.8% | -6.9% | -1.5% |
| All | +247.7% | +20.9% | +226.8% | +215.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling