+290.1%
APH vs BBY
+42.7%
+247.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +0.2% | +8.1% | -7.9% | -1.3% |
| 30D | -3.3% | +8.9% | -12.3% | -5.1% |
| 3M | +14.0% | +22.0% | -8.0% | +8.9% |
| 6M | +24.4% | +37.8% | -13.4% | +15.3% |
| YTD | +21.4% | +37.3% | -15.9% | +12.0% |
| 1Y | +48.9% | +21.6% | +27.4% | +41.2% |
| 3Y | +290.1% | +41.5% | +248.6% | +247.5% |
| All | +290.1% | +42.7% | +247.4% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling