+668.2%
APH vs ESTC
+28.9%
+639.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.9% | +3.3% | +7.3% |
| 7D | +1.1% | -1.2% | +2.3% | +1.4% |
| 30D | -7.5% | -8.1% | +0.6% | -6.1% |
| 3M | -4.4% | +20.2% | -24.6% | -8.6% |
| 6M | +26.5% | +72.7% | -46.3% | +12.1% |
| YTD | +20.0% | +19.6% | +0.4% | +12.9% |
| 1Y | +16.9% | +0.3% | +16.6% | +13.5% |
| 3Y | +288.5% | +22.8% | +265.7% | +241.9% |
| 5Y | +310.3% | -50.9% | +361.2% | +312.5% |
| All | +668.2% | +28.9% | +639.2% | +417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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