+2,499.5%
APH vs BAH
+1,110.0%
+1,389.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.6% |
| 7D | -12.7% | +6.0% | -18.8% | -14.0% |
| 30D | -19.2% | +31.1% | -50.2% | -24.2% |
| 3M | -16.7% | +25.2% | -41.8% | -21.4% |
| 6M | +5.1% | +18.9% | -13.8% | -0.4% |
| YTD | +6.6% | +8.3% | -1.7% | +1.7% |
| 1Y | +3.9% | +6.2% | -2.3% | -0.5% |
| 3Y | +246.0% | -22.8% | +268.8% | +248.9% |
| 5Y | +268.0% | +13.6% | +254.4% | +223.7% |
| 10Y | +868.2% | +240.2% | +628.0% | +517.7% |
| All | +2,499.5% | +1,110.0% | +1,389.5% | +998.8% |
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 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