+417.7%
APH vs AUR
-36.6%
+454.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | +5.0% | +8.7% | -3.8% | +3.9% |
| 30D | -3.9% | -5.2% | +1.4% | -3.4% |
| 3M | +13.0% | -7.3% | +20.3% | +13.6% |
| 6M | +25.2% | +41.2% | -16.1% | +19.1% |
| YTD | +22.9% | +65.1% | -42.2% | +14.6% |
| 1Y | +47.8% | +13.4% | +34.4% | +43.0% |
| 3Y | +283.0% | +98.1% | +184.9% | +228.2% |
| 5Y | +349.7% | -36.0% | +385.7% | +277.1% |
| All | +417.7% | -36.6% | +454.3% | +335.0% |
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