+122.9%
APH vs BP
+128.1%
-5.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.2% | -50.0% | -48.1% |
| 7D | -48.7% | +3.5% | -52.2% | -49.2% |
| 30D | -51.9% | +7.6% | -59.6% | -52.8% |
| 3M | -43.6% | +0.7% | -44.3% | -43.8% |
| 6M | -37.5% | +15.5% | -53.0% | -40.3% |
| YTD | -38.6% | +30.8% | -69.5% | -43.3% |
| 1Y | -26.3% | +34.3% | -60.6% | -32.5% |
| 3Y | +89.2% | +35.1% | +54.2% | +70.5% |
| All | +122.9% | +128.1% | -5.2% | +69.2% |
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