-26.3%
APH vs BG
+50.1%
-76.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.2% | -49.9% | -47.6% |
| 7D | -48.7% | +6.4% | -55.1% | -48.4% |
| 30D | -51.9% | +12.0% | -64.0% | -51.7% |
| 3M | -43.6% | -7.7% | -35.9% | -42.4% |
| 6M | -37.5% | +4.5% | -42.0% | -37.8% |
| YTD | -38.6% | +35.7% | -74.3% | -39.7% |
| 1Y | -26.3% | +50.1% | -76.4% | -27.4% |
| All | -26.3% | +50.1% | -76.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling