+47.8%
APH vs BAH
-28.2%
+76.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +0.7% |
| 7D | +5.0% | -3.2% | +8.2% | +4.6% |
| 30D | -3.9% | +2.0% | -5.9% | -3.6% |
| 3M | +13.0% | -7.6% | +20.6% | +14.4% |
| 6M | +25.2% | -5.7% | +30.8% | +26.5% |
| YTD | +22.9% | -11.7% | +34.7% | +22.1% |
| 1Y | +47.8% | -27.4% | +75.2% | +52.3% |
| All | +47.8% | -28.2% | +76.1% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling