+367.3%
APH vs COMP
-52.0%
+419.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.7% | -6.6% | +2.9% |
| 7D | -5.9% | +13.4% | -19.4% | -7.3% |
| 30D | -14.8% | +11.1% | -25.9% | -16.1% |
| 3M | -12.4% | -18.8% | +6.4% | -10.7% |
| 6M | +8.1% | +10.5% | -2.4% | +5.8% |
| YTD | +10.9% | -3.4% | +14.4% | +9.1% |
| 1Y | +8.8% | +19.7% | -10.9% | +4.4% |
| 3Y | +262.1% | +381.6% | -119.5% | +185.6% |
| 5Y | +283.1% | -17.6% | +300.7% | +233.8% |
| All | +367.3% | -52.0% | +419.2% | +315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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