+952.6%
APH vs BAX
-35.5%
+988.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | -5.0% | +3.6% | -8.7% | -5.9% |
| 30D | -8.4% | +8.5% | -16.9% | -10.5% |
| 3M | -4.5% | -4.9% | +0.4% | -3.7% |
| 6M | +25.3% | +47.0% | -21.7% | +11.8% |
| YTD | +18.9% | +38.4% | -19.5% | +6.1% |
| 1Y | +11.9% | +49.1% | -37.2% | -2.6% |
| 3Y | +278.0% | -14.9% | +292.8% | +272.1% |
| 5Y | +306.4% | -63.1% | +369.5% | +455.1% |
| All | +952.6% | -35.5% | +988.2% | +1,130.1% |
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