+883.4%
APH vs EW
+236.3%
+647.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.7% |
| 7D | -5.9% | +11.0% | -16.9% | -9.2% |
| 30D | -14.8% | +19.1% | -33.9% | -19.6% |
| 3M | -12.4% | +14.4% | -26.8% | -16.5% |
| 6M | +8.1% | +22.8% | -14.7% | +0.6% |
| YTD | +10.9% | +19.8% | -8.9% | +3.8% |
| 1Y | +8.8% | +23.9% | -15.1% | +0.7% |
| 3Y | +262.1% | +52.2% | +209.8% | +197.5% |
| 5Y | +283.1% | -13.9% | +297.1% | +278.5% |
| All | +883.4% | +236.3% | +647.1% | +577.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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