+16.5%
APH vs BG
+8.3%
+8.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.6% |
| 7D | +4.9% | +2.6% | +2.3% | +5.2% |
| 30D | -5.4% | -6.7% | +1.3% | -5.7% |
| 3M | -5.5% | -9.3% | +3.8% | -6.0% |
| 6M | +25.9% | -18.3% | +44.3% | +27.1% |
| YTD | +16.4% | +16.2% | +0.2% | +12.4% |
| 1Y | +16.5% | +7.6% | +8.9% | +10.7% |
| All | +16.5% | +8.3% | +8.2% | +10.7% |
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