+13,067.5%
APH vs BG
+949.6%
+12,117.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.1% | +6.1% | +7.6% |
| 7D | +1.1% | +7.4% | -6.3% | -1.0% |
| 30D | -7.5% | -1.5% | -6.0% | -7.3% |
| 3M | -4.4% | -6.1% | +1.6% | -3.4% |
| 6M | +26.5% | -18.0% | +44.5% | +32.0% |
| YTD | +20.0% | +15.6% | +4.4% | +12.7% |
| 1Y | +16.9% | +9.6% | +7.3% | +11.3% |
| 3Y | +288.5% | +6.3% | +282.2% | +263.6% |
| 5Y | +310.3% | +24.6% | +285.7% | +255.7% |
| 10Y | +951.3% | +98.1% | +853.1% | +638.8% |
| All | +13,067.5% | +949.6% | +12,117.9% | +6,395.4% |
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