+352.8%
APH vs AUR
-34.2%
+387.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.5% |
| 7D | +0.2% | +19.2% | -19.0% | -1.8% |
| 30D | -3.3% | -7.8% | +4.4% | -2.6% |
| 3M | +14.0% | +4.0% | +10.1% | +13.2% |
| 6M | +24.4% | +45.0% | -20.6% | +18.1% |
| YTD | +21.4% | +69.5% | -48.1% | +12.9% |
| 1Y | +48.9% | +13.0% | +35.9% | +44.1% |
| 3Y | +290.1% | +90.4% | +199.8% | +235.6% |
| 5Y | +352.8% | -34.2% | +387.0% | +268.7% |
| All | +352.8% | -34.2% | +387.1% | +268.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling