+742.4%
APH vs EQX
+176.1%
+566.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | +4.9% | -10.5% | +15.4% | +6.1% |
| 30D | -5.4% | +0.2% | -5.6% | -5.6% |
| 3M | -5.5% | -7.9% | +2.5% | -5.0% |
| 6M | +25.9% | -28.6% | +54.5% | +29.2% |
| YTD | +16.4% | -26.3% | +42.6% | +18.3% |
| 1Y | +16.5% | -20.2% | +36.7% | +17.5% |
| 3Y | +270.9% | +131.1% | +139.8% | +236.2% |
| 5Y | +289.5% | +21.7% | +267.8% | +254.4% |
| All | +742.4% | +176.1% | +566.3% | +814.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling