-37.5%
APH vs AR
+6.9%
-44.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.4% | -50.2% | -46.7% |
| 7D | -48.7% | +2.3% | -51.0% | -47.7% |
| 30D | -51.9% | +14.8% | -66.7% | -49.5% |
| 3M | -43.6% | +6.2% | -49.8% | -42.1% |
| 6M | -37.5% | +4.3% | -41.8% | -36.5% |
| All | -37.5% | +6.9% | -44.4% | -36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling