+122.9%
APH vs COMP
-31.2%
+154.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.3% | -53.1% | -48.4% |
| 7D | -48.7% | +0.2% | -48.9% | -49.0% |
| 30D | -51.9% | -13.3% | -38.6% | -51.4% |
| 3M | -43.6% | +41.1% | -84.7% | -46.3% |
| 6M | -37.5% | +17.2% | -54.7% | -39.8% |
| YTD | -38.6% | +5.2% | -43.8% | -40.3% |
| 1Y | -26.3% | +18.9% | -45.3% | -29.7% |
| 3Y | +89.2% | +215.9% | -126.7% | +55.2% |
| All | +122.9% | -31.2% | +154.1% | +97.6% |
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