+951.3%
APH vs BAH
+218.8%
+732.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.6% | +6.6% | +7.9% |
| 7D | +1.1% | -1.5% | +2.6% | +1.3% |
| 30D | -7.5% | +17.3% | -24.7% | -10.7% |
| 3M | -4.4% | +14.9% | -19.3% | -7.7% |
| 6M | +26.5% | +14.2% | +12.2% | +21.5% |
| YTD | +20.0% | +5.1% | +14.9% | +15.8% |
| 1Y | +16.9% | +2.1% | +14.8% | +13.4% |
| 3Y | +288.5% | -26.0% | +314.5% | +296.0% |
| 5Y | +310.3% | +9.0% | +301.3% | +255.3% |
| 10Y | +951.3% | +208.8% | +742.5% | +569.5% |
| All | +951.3% | +218.8% | +732.5% | +569.5% |
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