+822.5%
APH vs AR
-27.2%
+849.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.4% | -50.2% | -48.1% |
| 7D | -48.7% | +2.3% | -51.0% | -49.0% |
| 30D | -51.9% | +14.8% | -66.7% | -52.8% |
| 3M | -43.6% | +6.2% | -49.8% | -44.2% |
| 6M | -37.5% | +4.3% | -41.8% | -38.3% |
| YTD | -38.6% | +14.4% | -53.0% | -40.2% |
| 1Y | -26.3% | +21.3% | -47.7% | -28.8% |
| 3Y | +89.2% | +39.8% | +49.4% | +78.6% |
| 5Y | +119.8% | +142.1% | -22.3% | +92.1% |
| 10Y | +454.3% | +52.0% | +402.2% | +356.9% |
| All | +822.5% | -27.2% | +849.7% | +727.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling