+408.7%
APH vs AUR
-35.0%
+443.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +1.6% | +11.1% | -9.5% | +0.4% |
| 30D | -3.0% | -6.9% | +3.9% | -2.3% |
| 3M | +5.7% | +5.5% | +0.2% | +4.8% |
| 6M | +20.0% | +41.0% | -21.0% | +14.2% |
| YTD | +20.8% | +69.3% | -48.5% | +12.3% |
| 1Y | +40.2% | +14.0% | +26.2% | +35.5% |
| 3Y | +288.1% | +90.1% | +198.0% | +234.0% |
| 5Y | +352.5% | -34.4% | +386.9% | +278.5% |
| All | +408.7% | -35.0% | +443.7% | +326.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling