+63.2%
APH vs AS
+120.4%
-57.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.3% | -44.5% | -46.9% |
| 7D | -48.7% | -3.2% | -45.5% | -47.8% |
| 30D | -51.9% | -19.6% | -32.3% | -49.0% |
| 3M | -43.6% | -14.4% | -29.2% | -41.2% |
| 6M | -37.5% | -20.1% | -17.4% | -34.1% |
| YTD | -38.6% | -20.9% | -17.7% | -35.2% |
| 1Y | -26.3% | -21.9% | -4.5% | -22.3% |
| All | +63.2% | +120.4% | -57.1% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling