+215.2%
APH vs AS
+139.2%
+76.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.1% | -11.3% | -7.4% |
| 7D | -2.4% | +13.8% | -16.2% | -5.5% |
| 30D | -9.5% | +16.7% | -26.1% | -12.9% |
| 3M | -7.6% | -11.5% | +3.9% | -5.3% |
| 6M | +12.4% | -5.5% | +17.9% | +12.9% |
| YTD | +17.5% | -14.2% | +31.7% | +20.2% |
| 1Y | +16.4% | +2.1% | +14.3% | +14.5% |
| All | +215.2% | +139.2% | +76.0% | +165.7% |
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