+802.3%
APH vs EQX
+232.0%
+570.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +2.9% | +4.4% |
| 7D | +1.4% | -3.2% | +4.6% | +1.7% |
| 30D | -1.2% | +7.8% | -9.0% | -2.1% |
| 3M | +10.3% | +21.3% | -11.1% | +7.7% |
| 6M | +25.2% | -22.4% | +47.6% | +27.2% |
| YTD | +24.6% | -11.3% | +35.9% | +24.6% |
| 1Y | +41.4% | +13.5% | +27.9% | +38.0% |
| 3Y | +297.8% | +162.1% | +135.7% | +255.1% |
| 5Y | +366.0% | +84.2% | +281.8% | +311.6% |
| All | +802.3% | +232.0% | +570.2% | +863.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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