+930.0%
APH vs BN
+290.8%
+639.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.9% |
| 7D | +4.9% | -1.0% | +5.9% | +5.5% |
| 30D | -5.4% | +14.0% | -19.4% | -12.1% |
| 3M | -5.5% | -9.0% | +3.6% | -1.2% |
| 6M | +25.9% | -8.8% | +34.7% | +31.2% |
| YTD | +16.4% | -10.3% | +26.6% | +21.3% |
| 1Y | +16.5% | -5.8% | +22.3% | +18.4% |
| 3Y | +270.9% | +94.8% | +176.1% | +154.5% |
| 5Y | +289.5% | +31.5% | +258.0% | +218.8% |
| All | +930.0% | +290.8% | +639.2% | +419.0% |
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