+297.8%
APH vs BRKR
-11.8%
+309.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +1.4% | -8.7% | +10.0% | +2.8% |
| 30D | -1.2% | -9.9% | +8.6% | +0.3% |
| 3M | +10.3% | -3.1% | +13.3% | +9.2% |
| 6M | +25.2% | +45.5% | -20.3% | +14.9% |
| YTD | +24.6% | +13.7% | +10.9% | +19.0% |
| 1Y | +41.4% | +67.4% | -26.0% | +25.1% |
| 3Y | +297.8% | -13.2% | +311.0% | +285.0% |
| All | +297.8% | -11.8% | +309.6% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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