+944.2%
APH vs BG
+100.9%
+843.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +0.4% | +3.4% | -3.0% | -0.4% |
| 30D | -8.0% | -3.8% | -4.2% | -7.3% |
| 3M | -5.0% | -9.6% | +4.6% | -3.2% |
| 6M | +29.9% | -19.5% | +49.4% | +35.6% |
| YTD | +18.0% | +14.6% | +3.3% | +11.3% |
| 1Y | +11.3% | +6.6% | +4.7% | +7.0% |
| 3Y | +274.9% | +4.7% | +270.3% | +254.3% |
| 5Y | +300.6% | +22.1% | +278.5% | +249.2% |
| 10Y | +944.2% | +109.2% | +835.1% | +593.8% |
| All | +944.2% | +100.9% | +843.3% | +593.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling