+3.9%
APH vs B
+28.2%
-24.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.9% | -9.5% |
| 7D | -12.7% | +4.3% | -17.0% | -13.8% |
| 30D | -19.2% | -0.9% | -18.2% | -18.9% |
| 3M | -16.7% | -1.4% | -15.3% | -16.9% |
| 6M | +5.1% | +5.0% | +0.1% | +1.2% |
| YTD | +6.6% | -5.8% | +12.4% | +3.8% |
| 1Y | +3.9% | +25.6% | -21.7% | -12.4% |
| All | +3.9% | +28.2% | -24.3% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling