+288.5%
APH vs BP
+48.5%
+240.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.1% | +8.1% | +8.2% |
| 7D | +1.1% | -6.9% | +8.0% | +2.0% |
| 30D | -7.5% | -3.6% | -3.9% | -7.2% |
| 3M | -4.4% | +8.4% | -12.9% | -5.8% |
| 6M | +26.5% | +5.3% | +21.1% | +25.1% |
| YTD | +20.0% | +33.2% | -13.1% | +9.8% |
| 1Y | +16.9% | +28.2% | -11.3% | +8.0% |
| 3Y | +288.5% | +49.2% | +239.3% | +241.0% |
| All | +288.5% | +48.5% | +240.0% | +241.0% |
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