+1,062.5%
APH vs BG
+160.3%
+902.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | -3.0% | +10.3% | -13.3% | -5.5% |
| 3M | +5.7% | -1.9% | +7.6% | +5.6% |
| 6M | +20.0% | +5.2% | +14.7% | +17.1% |
| YTD | +20.8% | +41.2% | -20.4% | +8.9% |
| 1Y | +40.2% | +50.5% | -10.3% | +23.6% |
| 3Y | +288.1% | +19.9% | +268.2% | +257.8% |
| 5Y | +352.5% | +86.7% | +265.8% | +250.0% |
| 10Y | +1,062.5% | +167.5% | +895.0% | +636.6% |
| All | +1,062.5% | +160.3% | +902.1% | +636.6% |
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