-26.3%
APH vs AUR
+11.8%
-38.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +12.6% | -60.4% | -48.1% |
| 7D | -48.7% | +11.4% | -60.1% | -48.9% |
| 30D | -51.9% | -5.2% | -46.7% | -50.8% |
| 3M | -43.6% | -7.3% | -36.2% | -42.2% |
| 6M | -37.5% | +41.2% | -78.7% | -41.3% |
| YTD | -38.6% | +65.1% | -103.7% | -44.3% |
| 1Y | -26.3% | +13.4% | -39.7% | -30.4% |
| All | -26.3% | +11.8% | -38.1% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling