-26.3%
APH vs BLK
+3.3%
-29.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.9% | -44.9% | -46.4% |
| 7D | -48.7% | -3.9% | -44.8% | -47.2% |
| 30D | -51.9% | -1.0% | -50.9% | -51.0% |
| 3M | -43.6% | +10.4% | -53.9% | -44.6% |
| 6M | -37.5% | +8.2% | -45.7% | -38.9% |
| YTD | -38.6% | +6.0% | -44.7% | -40.0% |
| 1Y | -26.3% | +3.3% | -29.7% | -26.3% |
| All | -26.3% | +3.3% | -29.7% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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