+883.4%
APH vs EAT
+378.4%
+505.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +4.7% |
| 7D | -5.9% | -2.6% | -3.3% | -5.6% |
| 30D | -14.8% | +11.5% | -26.3% | -16.8% |
| 3M | -12.4% | -9.1% | -3.3% | -11.3% |
| 6M | +8.1% | +40.4% | -32.4% | 0.0% |
| YTD | +10.9% | +43.9% | -33.0% | +1.7% |
| 1Y | +8.8% | +101.9% | -93.2% | -6.8% |
| 3Y | +262.1% | +489.9% | -227.8% | +143.7% |
| 5Y | +283.1% | +362.6% | -79.5% | +159.5% |
| All | +883.4% | +378.4% | +505.0% | +501.5% |
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