+883.4%
APH vs BAX
-36.8%
+920.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.0% |
| 7D | -5.9% | +12.1% | -18.1% | -8.6% |
| 30D | -14.8% | +7.6% | -22.4% | -16.6% |
| 3M | -12.4% | -4.5% | -7.9% | -11.8% |
| 6M | +8.1% | +52.0% | -44.0% | -4.5% |
| YTD | +10.9% | +35.1% | -24.2% | -0.4% |
| 1Y | +8.8% | +43.7% | -34.9% | -4.4% |
| 3Y | +262.1% | -20.9% | +283.0% | +265.2% |
| 5Y | +283.1% | -63.5% | +346.7% | +421.6% |
| All | +883.4% | -36.8% | +920.2% | +1,087.6% |
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