+948.3%
APH vs BP
+141.7%
+806.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | +11.1% | +2.5% | +8.6% | +10.3% |
| 30D | -7.3% | -5.6% | -1.7% | -5.9% |
| 3M | -6.2% | +8.0% | -14.2% | -8.7% |
| 6M | +24.9% | +5.7% | +19.3% | +21.5% |
| YTD | +18.4% | +36.8% | -18.4% | +4.8% |
| 1Y | +13.0% | +30.7% | -17.7% | +1.3% |
| 3Y | +276.4% | +51.6% | +224.8% | +216.6% |
| 5Y | +296.4% | +112.2% | +184.2% | +186.5% |
| All | +948.3% | +141.7% | +806.6% | +673.7% |
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