+268.0%
APH vs BP
+105.3%
+162.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.3% | -9.0% |
| 7D | -12.7% | -11.2% | -1.5% | -11.0% |
| 30D | -19.2% | -0.7% | -18.5% | -19.2% |
| 3M | -16.7% | +9.8% | -26.5% | -18.4% |
| 6M | +5.1% | -1.6% | +6.7% | +5.0% |
| YTD | +6.6% | +33.5% | -26.9% | -2.0% |
| 1Y | +3.9% | +31.7% | -27.8% | -4.3% |
| 3Y | +246.0% | +45.1% | +200.9% | +207.1% |
| 5Y | +268.0% | +105.9% | +162.1% | +191.4% |
| All | +268.0% | +105.3% | +162.6% | +191.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling