+930.0%
APH vs B
+216.6%
+713.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | +4.9% | -7.3% | +12.2% | +5.9% |
| 30D | -5.4% | -3.3% | -2.1% | -5.1% |
| 3M | -5.5% | -7.8% | +2.3% | -4.6% |
| 6M | +25.9% | -15.5% | +41.5% | +28.1% |
| YTD | +16.4% | -12.3% | +28.6% | +17.4% |
| 1Y | +16.5% | +5.4% | +11.1% | +15.1% |
| 3Y | +270.9% | +165.5% | +105.3% | +230.9% |
| 5Y | +289.5% | +107.0% | +182.5% | +250.4% |
| All | +930.0% | +216.6% | +713.4% | +832.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling