+930.0%
APH vs BAX
-35.8%
+965.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -5.4% | +4.1% | -9.5% | -6.6% |
| 3M | -5.5% | -4.5% | -0.9% | -4.7% |
| 6M | +25.9% | +49.2% | -23.3% | +11.8% |
| YTD | +16.4% | +35.2% | -18.9% | +4.4% |
| 1Y | +16.5% | +38.3% | -21.8% | +3.6% |
| 3Y | +270.9% | -19.0% | +289.9% | +271.0% |
| 5Y | +289.5% | -64.2% | +353.7% | +437.2% |
| All | +930.0% | -35.8% | +965.8% | +1,093.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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