+262.1%
APH vs BP
+42.8%
+219.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | -5.9% | -11.6% | +5.7% | -4.7% |
| 30D | -14.8% | 0.0% | -14.8% | -14.9% |
| 3M | -12.4% | +6.7% | -19.2% | -13.4% |
| 6M | +8.1% | +2.2% | +5.9% | +7.6% |
| YTD | +10.9% | +33.0% | -22.0% | +1.5% |
| 1Y | +8.8% | +30.7% | -22.0% | -0.1% |
| 3Y | +262.1% | +44.2% | +217.9% | +218.4% |
| All | +262.1% | +42.8% | +219.3% | +218.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling