+282.2%
APH vs B
+134.6%
+147.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.0% |
| 7D | -5.9% | +9.6% | -15.5% | -7.8% |
| 30D | -14.8% | +3.5% | -18.3% | -15.5% |
| 3M | -12.4% | -1.6% | -10.8% | -12.5% |
| 6M | +8.1% | -1.7% | +9.7% | +7.3% |
| YTD | +10.9% | -5.3% | +16.3% | +10.6% |
| 1Y | +8.8% | +27.2% | -18.4% | +3.1% |
| 3Y | +262.1% | +166.1% | +96.0% | +201.2% |
| All | +282.2% | +134.6% | +147.6% | +218.5% |
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 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