+317.7%
APH vs COMP
-21.4%
+339.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +7.7% | -13.9% | -7.0% |
| 7D | -2.4% | +9.5% | -11.9% | -3.5% |
| 30D | -9.5% | +8.1% | -17.5% | -10.6% |
| 3M | -7.6% | -16.3% | +8.7% | -6.2% |
| 6M | +12.4% | +42.2% | -29.8% | +6.3% |
| YTD | +17.5% | -5.0% | +22.5% | +15.7% |
| 1Y | +16.4% | +20.1% | -3.7% | +11.5% |
| 3Y | +281.6% | +358.4% | -76.8% | +200.7% |
| 5Y | +317.7% | -21.9% | +339.7% | +267.6% |
| All | +317.7% | -21.4% | +339.2% | +267.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling