+1,082.3%
APH vs BNY
+416.3%
+666.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.5% | +4.6% |
| 7D | +1.4% | -1.3% | +2.7% | +2.1% |
| 30D | -1.2% | -0.2% | -1.1% | -1.2% |
| 3M | +10.3% | +14.9% | -4.7% | +2.3% |
| 6M | +25.2% | +40.0% | -14.8% | +5.0% |
| YTD | +24.6% | +42.0% | -17.3% | +3.4% |
| 1Y | +41.4% | +56.9% | -15.4% | +11.5% |
| 3Y | +297.8% | +289.9% | +8.0% | +98.0% |
| 5Y | +366.0% | +259.2% | +106.8% | +135.8% |
| All | +1,082.3% | +416.3% | +666.0% | +371.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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