+951.3%
APH vs BAX
-35.6%
+986.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.8% | +7.6% |
| 7D | +1.1% | +9.0% | -8.0% | -1.0% |
| 30D | -7.5% | +8.5% | -15.9% | -9.6% |
| 3M | -4.4% | -4.1% | -0.3% | -3.8% |
| 6M | +26.5% | +46.9% | -20.5% | +12.9% |
| YTD | +20.0% | +38.4% | -18.3% | +7.2% |
| 1Y | +16.9% | +47.0% | -30.1% | +2.2% |
| 3Y | +288.5% | -14.9% | +303.4% | +282.6% |
| 5Y | +310.3% | -62.5% | +372.8% | +454.9% |
| 10Y | +951.3% | -33.9% | +985.2% | +1,150.6% |
| All | +951.3% | -35.6% | +986.9% | +1,150.6% |
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