+396.8%
APH vs AUR
-54.0%
+450.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +0.4% | +12.7% | -12.4% | -1.0% |
| 30D | -8.0% | -18.7% | +10.7% | -6.0% |
| 3M | -5.0% | -33.8% | +28.8% | -0.9% |
| 6M | +29.9% | -36.6% | +66.6% | +35.5% |
| YTD | +18.0% | +19.8% | -1.8% | +13.7% |
| 1Y | +11.3% | +8.0% | +3.4% | +8.4% |
| 3Y | +274.9% | +153.4% | +121.5% | +216.1% |
| 5Y | +300.6% | -54.0% | +354.6% | +252.4% |
| All | +396.8% | -54.0% | +450.8% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling