+1,059.7%
APH vs BP
+123.0%
+936.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | +5.0% | +3.9% | +1.0% | +3.8% |
| 30D | -3.9% | +7.6% | -11.5% | -6.1% |
| 3M | +13.0% | +0.7% | +12.3% | +12.1% |
| 6M | +25.2% | +15.5% | +9.7% | +17.7% |
| YTD | +22.9% | +30.8% | -7.9% | +10.6% |
| 1Y | +47.8% | +34.3% | +13.5% | +31.6% |
| 3Y | +283.0% | +35.1% | +248.0% | +234.9% |
| 5Y | +349.7% | +126.8% | +222.8% | +216.4% |
| All | +1,059.7% | +123.0% | +936.7% | +731.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling