+1,059.7%
APH vs BB
-0.4%
+1,060.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | -5.6% | +10.6% | +5.8% |
| 30D | -3.9% | -11.8% | +7.9% | -2.2% |
| 3M | +13.0% | -25.5% | +38.5% | +17.1% |
| 6M | +25.2% | +121.3% | -96.1% | +9.8% |
| YTD | +22.9% | +103.2% | -80.2% | +9.1% |
| 1Y | +47.8% | +102.6% | -54.8% | +30.5% |
| 3Y | +283.0% | +37.5% | +245.5% | +243.1% |
| 5Y | +349.7% | -30.4% | +380.1% | +325.1% |
| All | +1,059.7% | -0.4% | +1,060.1% | +743.1% |
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