+883.4%
APH vs BN
+271.1%
+612.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.6% |
| 7D | -5.9% | +5.3% | -11.3% | -8.8% |
| 30D | -14.8% | +11.9% | -26.7% | -20.1% |
| 3M | -12.4% | -5.7% | -6.7% | -10.3% |
| 6M | +8.1% | -10.6% | +18.7% | +13.6% |
| YTD | +10.9% | -9.4% | +20.3% | +15.0% |
| 1Y | +8.8% | -8.8% | +17.6% | +12.3% |
| 3Y | +262.1% | +95.6% | +166.4% | +148.0% |
| 5Y | +283.1% | +30.2% | +253.0% | +214.9% |
| All | +883.4% | +271.1% | +612.3% | +406.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling