+282.2%
APH vs BG
+21.4%
+260.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.1% |
| 7D | -5.9% | +2.5% | -8.5% | -6.2% |
| 30D | -14.8% | -6.1% | -8.7% | -14.3% |
| 3M | -12.4% | -8.5% | -3.9% | -11.8% |
| 6M | +8.1% | -20.4% | +28.5% | +10.9% |
| YTD | +10.9% | +13.3% | -2.3% | +7.0% |
| 1Y | +8.8% | +7.3% | +1.5% | +5.8% |
| 3Y | +262.1% | +2.6% | +259.5% | +250.3% |
| All | +282.2% | +21.4% | +260.8% | +231.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling