+944.2%
APH vs BAH
+199.0%
+745.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | -8.0% | +18.0% | -26.0% | -11.3% |
| 3M | -5.0% | +11.4% | -16.4% | -7.6% |
| 6M | +29.9% | +17.7% | +12.2% | +23.8% |
| YTD | +18.0% | +5.4% | +12.6% | +13.7% |
| 1Y | +11.3% | +2.8% | +8.6% | +7.9% |
| 3Y | +274.9% | -26.7% | +301.6% | +283.5% |
| 5Y | +300.6% | +8.1% | +292.5% | +248.1% |
| All | +944.2% | +199.0% | +745.2% | +566.1% |
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