+1,303.1%
APH vs BAH
+886.2%
+416.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.8% | -44.0% | -46.9% |
| 7D | -48.7% | -2.8% | -45.9% | -47.9% |
| 30D | -51.9% | +2.0% | -53.9% | -51.8% |
| 3M | -43.6% | -7.6% | -35.9% | -42.4% |
| 6M | -37.5% | -5.7% | -31.9% | -37.0% |
| YTD | -38.6% | -11.7% | -26.9% | -37.8% |
| 1Y | -26.3% | -27.4% | +1.0% | -21.5% |
| 3Y | +89.2% | -32.5% | +121.7% | +98.1% |
| 5Y | +119.8% | -3.3% | +123.1% | +102.3% |
| 10Y | +454.3% | +186.0% | +268.3% | +272.1% |
| All | +1,303.1% | +886.2% | +416.9% | +530.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling