+185.8%
APH vs AS
+133.7%
+52.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.1% | -8.8% |
| 7D | -12.7% | +7.1% | -19.8% | -14.2% |
| 30D | -19.2% | +12.8% | -32.0% | -21.6% |
| 3M | -16.7% | -14.7% | -2.0% | -13.8% |
| 6M | +5.1% | -9.9% | +15.1% | +6.9% |
| YTD | +6.6% | -16.1% | +22.7% | +9.7% |
| 1Y | +3.9% | +0.2% | +3.7% | +2.7% |
| All | +185.8% | +133.7% | +52.0% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling