+122.9%
APH vs B
+153.8%
-30.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.2% | -47.6% | -47.8% |
| 7D | -48.7% | -5.1% | -43.6% | -48.2% |
| 30D | -51.9% | +9.4% | -61.4% | -52.8% |
| 3M | -43.6% | +5.0% | -48.5% | -44.3% |
| 6M | -37.5% | -3.5% | -34.0% | -37.8% |
| YTD | -38.6% | +4.5% | -43.1% | -39.8% |
| 1Y | -26.3% | +67.8% | -94.1% | -33.2% |
| 3Y | +89.2% | +196.7% | -107.5% | +55.1% |
| All | +122.9% | +153.8% | -30.9% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling