+944.2%
APH vs BAX
-35.7%
+979.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | -8.0% | +6.3% | -14.3% | -9.6% |
| 3M | -5.0% | -4.6% | -0.4% | -4.3% |
| 6M | +29.9% | +50.4% | -20.5% | +15.2% |
| YTD | +18.0% | +38.0% | -20.1% | +5.3% |
| 1Y | +11.3% | +44.6% | -33.3% | -2.2% |
| 3Y | +274.9% | -15.1% | +290.1% | +269.4% |
| 5Y | +300.6% | -63.3% | +363.9% | +448.1% |
| 10Y | +944.2% | -34.4% | +978.6% | +1,121.2% |
| All | +944.2% | -35.7% | +979.9% | +1,121.2% |
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