+282.2%
APH vs BB
-20.8%
+303.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +3.3% |
| 7D | -5.9% | +3.8% | -9.7% | -6.7% |
| 30D | -14.8% | -0.3% | -14.5% | -15.0% |
| 3M | -12.4% | -0.5% | -12.0% | -13.0% |
| 6M | +8.1% | +45.9% | -37.8% | -1.4% |
| YTD | +10.9% | +130.6% | -119.7% | -7.8% |
| 1Y | +8.8% | +89.2% | -80.4% | -6.5% |
| 3Y | +262.1% | +137.5% | +124.6% | +183.4% |
| All | +282.2% | -20.8% | +303.0% | +266.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling