+1,055.9%
APH vs EAT
+392.1%
+663.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +5.0% | 0.0% | +4.9% | +5.0% |
| 30D | -3.9% | +1.9% | -5.8% | -4.4% |
| 3M | +13.0% | +68.7% | -55.7% | +1.5% |
| 6M | +25.2% | +66.9% | -41.7% | +12.2% |
| YTD | +22.9% | +60.4% | -37.5% | +10.9% |
| 1Y | +47.8% | +44.0% | +3.8% | +35.2% |
| 3Y | +283.0% | +604.7% | -321.7% | +149.7% |
| 5Y | +349.7% | +347.0% | +2.6% | +206.7% |
| All | +1,055.9% | +392.1% | +663.7% | +603.5% |
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