+1,062.4%
APH vs BR
+185.2%
+877.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.6% | -5.0% | +6.6% | +4.0% |
| 30D | -3.0% | -2.5% | -0.5% | -2.2% |
| 3M | +5.7% | +13.5% | -7.7% | -1.8% |
| 6M | +20.0% | -9.4% | +29.4% | +24.1% |
| YTD | +20.8% | -23.3% | +44.1% | +34.9% |
| 1Y | +40.2% | -31.6% | +71.8% | +66.3% |
| 3Y | +288.1% | -5.1% | +293.2% | +275.1% |
| 5Y | +352.5% | +8.2% | +344.3% | +297.0% |
| 10Y | +1,062.4% | +189.8% | +872.6% | +554.1% |
| All | +1,062.4% | +185.2% | +877.3% | +554.1% |
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