+6,173.2%
APH vs BG
+1,131.5%
+5,041.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.2% | -49.9% | -48.4% |
| 7D | -48.7% | +6.4% | -55.1% | -49.9% |
| 30D | -51.9% | +12.0% | -64.0% | -53.9% |
| 3M | -43.6% | -7.7% | -35.9% | -43.0% |
| 6M | -37.5% | +4.5% | -42.0% | -39.5% |
| YTD | -38.6% | +35.7% | -74.3% | -45.0% |
| 1Y | -26.3% | +50.1% | -76.4% | -36.4% |
| 3Y | +89.2% | +12.6% | +76.6% | +74.3% |
| 5Y | +119.8% | +75.4% | +44.4% | +71.3% |
| 10Y | +454.3% | +150.5% | +303.8% | +262.1% |
| All | +6,173.2% | +1,131.5% | +5,041.7% | +2,853.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling