+16.4%
APH vs BP
+35.3%
-18.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.2% | -2.0% | -6.8% |
| 7D | -2.4% | -8.4% | +6.0% | -3.9% |
| 30D | -9.5% | +2.2% | -11.7% | -9.0% |
| 3M | -7.6% | +8.8% | -16.4% | -6.0% |
| 6M | +12.4% | -0.5% | +12.9% | +14.5% |
| YTD | +17.5% | +36.2% | -18.7% | +14.7% |
| 1Y | +16.4% | +36.6% | -20.2% | +13.3% |
| All | +16.4% | +35.3% | -18.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling