+955.2%
APH vs BAH
+210.6%
+744.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.1% |
| 7D | -5.0% | +0.5% | -5.5% | -5.2% |
| 30D | -8.4% | +18.2% | -26.6% | -11.7% |
| 3M | -4.5% | +13.1% | -17.6% | -7.4% |
| 6M | +25.3% | +15.2% | +10.1% | +20.1% |
| YTD | +18.9% | +6.0% | +12.9% | +14.5% |
| 1Y | +11.9% | +3.1% | +8.8% | +8.4% |
| 3Y | +278.0% | -26.2% | +304.2% | +286.2% |
| 5Y | +306.4% | +9.3% | +297.1% | +252.1% |
| 10Y | +955.2% | +212.3% | +742.9% | +572.8% |
| All | +955.2% | +210.6% | +744.6% | +572.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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