+883.4%
APH vs BB
+23.8%
+859.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +3.4% |
| 7D | -5.9% | +3.8% | -9.7% | -6.5% |
| 30D | -14.8% | -0.3% | -14.5% | -14.9% |
| 3M | -12.4% | -0.5% | -12.0% | -12.9% |
| 6M | +8.1% | +45.9% | -37.8% | +0.7% |
| YTD | +10.9% | +130.6% | -119.7% | -3.7% |
| 1Y | +8.8% | +89.2% | -80.4% | -3.1% |
| 3Y | +262.1% | +137.5% | +124.6% | +200.8% |
| 5Y | +283.1% | -20.9% | +304.0% | +255.1% |
| All | +883.4% | +23.8% | +859.6% | +601.1% |
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