+948.3%
APH vs BAX
-36.0%
+984.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.0% |
| 7D | +11.1% | +0.4% | +10.8% | +11.1% |
| 30D | -7.3% | +3.4% | -10.7% | -8.3% |
| 3M | -6.2% | -4.5% | -1.7% | -5.5% |
| 6M | +24.9% | +44.0% | -19.1% | +12.0% |
| YTD | +18.4% | +34.9% | -16.5% | +6.3% |
| 1Y | +13.0% | +37.9% | -24.9% | +0.5% |
| 3Y | +276.4% | -17.1% | +293.5% | +272.9% |
| 5Y | +296.4% | -64.3% | +360.7% | +447.1% |
| All | +948.3% | -36.0% | +984.3% | +1,115.8% |
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