+400.8%
APH vs AUR
-54.5%
+455.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.7% |
| 7D | -5.0% | +6.6% | -11.6% | -5.7% |
| 30D | -8.4% | -22.0% | +13.6% | -5.9% |
| 3M | -4.5% | -34.8% | +30.3% | -0.2% |
| 6M | +25.3% | -35.7% | +61.0% | +30.4% |
| YTD | +18.9% | +18.5% | +0.4% | +14.8% |
| 1Y | +11.9% | +4.4% | +7.6% | +9.3% |
| 3Y | +278.0% | +150.7% | +127.3% | +219.1% |
| 5Y | +306.4% | -53.6% | +360.0% | +257.0% |
| All | +400.8% | -54.5% | +455.3% | +335.4% |
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