+955.2%
APH vs EAT
+328.6%
+626.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.1% |
| 7D | -5.0% | -5.9% | +0.9% | -4.0% |
| 30D | -8.4% | +0.7% | -9.0% | -8.8% |
| 3M | -4.5% | -14.2% | +9.7% | -2.2% |
| 6M | +25.3% | +40.7% | -15.4% | +15.8% |
| YTD | +18.9% | +36.0% | -17.1% | +10.2% |
| 1Y | +11.9% | +83.1% | -71.1% | -2.3% |
| 3Y | +278.0% | +474.8% | -196.9% | +155.5% |
| 5Y | +306.4% | +347.6% | -41.2% | +177.0% |
| 10Y | +955.2% | +321.5% | +633.7% | +551.2% |
| All | +955.2% | +328.6% | +626.6% | +551.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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