+61,451.9%
APH vs BAX
+544.8%
+60,907.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.7% | -47.1% | -47.6% |
| 7D | -48.7% | -0.3% | -48.4% | -48.6% |
| 30D | -51.9% | -5.5% | -46.5% | -51.2% |
| 3M | -43.6% | +33.5% | -77.1% | -47.8% |
| 6M | -37.5% | +35.9% | -73.4% | -42.7% |
| YTD | -38.6% | +35.4% | -74.0% | -44.2% |
| 1Y | -26.3% | +9.8% | -36.1% | -29.8% |
| 3Y | +89.2% | -32.7% | +121.9% | +98.6% |
| 5Y | +119.8% | -65.6% | +185.4% | +172.5% |
| 10Y | +454.3% | -34.9% | +489.2% | +481.9% |
| All | +61,451.9% | +544.8% | +60,907.2% | +42,197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling