+329.1%
APH vs BROS
+10.5%
+318.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.2% | -2.6% |
| 7D | +4.9% | +6.3% | -1.4% | +4.0% |
| 30D | -5.4% | -8.3% | +3.0% | -4.4% |
| 3M | -5.5% | -29.8% | +24.3% | -1.2% |
| 6M | +25.9% | -25.8% | +51.7% | +29.6% |
| YTD | +16.4% | -41.4% | +57.7% | +23.0% |
| 1Y | +16.5% | -35.2% | +51.7% | +21.2% |
| 3Y | +270.9% | +32.8% | +238.1% | +244.4% |
| 5Y | +289.5% | -42.2% | +331.6% | +272.0% |
| All | +329.1% | +10.5% | +318.6% | +309.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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