+930.0%
APH vs BR
+277.7%
+652.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.0% |
| 7D | +4.9% | +1.1% | +3.8% | +4.4% |
| 30D | -5.4% | +14.4% | -19.8% | -11.5% |
| 3M | -5.5% | +12.4% | -17.9% | -11.4% |
| 6M | +25.9% | +35.4% | -9.5% | +6.2% |
| YTD | +16.4% | -12.2% | +28.5% | +21.2% |
| 1Y | +16.5% | -12.7% | +29.2% | +21.7% |
| 3Y | +270.9% | +14.3% | +256.6% | +224.2% |
| 5Y | +289.5% | +19.3% | +270.2% | +225.5% |
| All | +930.0% | +277.7% | +652.3% | +398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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