+348.8%
APH vs COMP
-56.6%
+405.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.2% | -1.2% | -8.4% |
| 7D | -12.7% | -1.8% | -10.9% | -12.6% |
| 30D | -19.2% | -0.8% | -18.4% | -19.3% |
| 3M | -16.7% | -28.1% | +11.5% | -13.9% |
| 6M | +5.1% | +27.0% | -21.9% | +0.9% |
| YTD | +6.6% | -12.8% | +19.3% | +6.0% |
| 1Y | +3.9% | +4.9% | -1.0% | +1.2% |
| 3Y | +246.0% | +321.0% | -75.0% | +177.2% |
| 5Y | +268.0% | -25.6% | +293.6% | +224.4% |
| All | +348.8% | -56.6% | +405.4% | +304.0% |
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