+1,059.7%
APH vs B
+194.1%
+865.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | +5.0% | -1.6% | +6.6% | +5.1% |
| 30D | -3.9% | +9.4% | -13.3% | -5.1% |
| 3M | +13.0% | +5.0% | +8.0% | +11.9% |
| 6M | +25.2% | -3.5% | +28.7% | +24.8% |
| YTD | +22.9% | +4.5% | +18.5% | +21.3% |
| 1Y | +47.8% | +67.8% | -19.9% | +38.5% |
| 3Y | +283.0% | +196.7% | +86.3% | +236.3% |
| 5Y | +349.7% | +151.9% | +197.7% | +295.6% |
| All | +1,059.7% | +194.1% | +865.7% | +943.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded B 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling