+930.0%
APH vs BB
+21.8%
+908.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.4% |
| 7D | +4.9% | +1.8% | +3.0% | +4.6% |
| 30D | -5.4% | +8.1% | -13.5% | -6.7% |
| 3M | -5.5% | -1.0% | -4.5% | -5.8% |
| 6M | +25.9% | +45.9% | -20.0% | +17.4% |
| YTD | +16.4% | +134.8% | -118.5% | +0.8% |
| 1Y | +16.5% | +104.6% | -88.1% | +2.6% |
| 3Y | +270.9% | +152.8% | +118.0% | +205.5% |
| 5Y | +289.5% | -17.4% | +306.9% | +259.1% |
| All | +930.0% | +21.8% | +908.2% | +636.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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