+1,055.9%
APH vs BAX
-34.3%
+1,090.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.6% |
| 7D | +5.0% | -1.1% | +6.1% | +5.2% |
| 30D | -3.9% | -5.5% | +1.6% | -2.6% |
| 3M | +13.0% | +33.5% | -20.6% | +3.8% |
| 6M | +25.2% | +35.9% | -10.7% | +14.0% |
| YTD | +22.9% | +35.4% | -12.4% | +10.7% |
| 1Y | +47.8% | +9.8% | +38.1% | +40.4% |
| 3Y | +283.0% | -32.7% | +315.7% | +310.5% |
| 5Y | +349.7% | -65.6% | +415.2% | +530.0% |
| All | +1,055.9% | -34.3% | +1,090.2% | +1,204.3% |
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