+5.1%
APH vs AR
-7.2%
+12.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -9.5% |
| 7D | -12.7% | -11.7% | -1.0% | -13.8% |
| 30D | -19.2% | +1.8% | -21.0% | -18.3% |
| 3M | -16.7% | +6.0% | -22.7% | -14.7% |
| 6M | +5.1% | -7.0% | +12.2% | +2.5% |
| All | +5.1% | -7.2% | +12.3% | +2.5% |
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 · 6 months rolling