+955.2%
APH vs BN
+280.2%
+674.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | -5.0% | +4.3% | -9.3% | -7.2% |
| 30D | -8.4% | +14.3% | -22.6% | -14.9% |
| 3M | -4.5% | -4.1% | -0.4% | -2.9% |
| 6M | +25.3% | -9.7% | +34.9% | +31.2% |
| YTD | +18.9% | -7.1% | +26.1% | +21.8% |
| 1Y | +11.9% | -7.4% | +19.4% | +14.8% |
| 3Y | +278.0% | +102.3% | +175.6% | +154.6% |
| 5Y | +306.4% | +35.9% | +270.5% | +227.0% |
| 10Y | +955.2% | +289.2% | +666.0% | +435.1% |
| All | +955.2% | +280.2% | +674.9% | +435.1% |
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