+944.2%
APH vs BN
+301.2%
+643.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +0.4% | -2.4% | +2.8% | +1.9% |
| 30D | -8.0% | +13.5% | -21.5% | -14.3% |
| 3M | -5.0% | -5.9% | +0.9% | -2.4% |
| 6M | +29.9% | -8.9% | +38.8% | +35.5% |
| YTD | +18.0% | -7.9% | +25.8% | +21.3% |
| 1Y | +11.3% | -8.3% | +19.6% | +14.8% |
| 3Y | +274.9% | +100.8% | +174.2% | +153.3% |
| 5Y | +300.6% | +38.2% | +262.4% | +219.4% |
| All | +944.2% | +301.2% | +643.0% | +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