+944.2%
APH vs EW
+249.9%
+694.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | +0.4% | +6.5% | -6.1% | -1.6% |
| 30D | -8.0% | +22.5% | -30.5% | -13.9% |
| 3M | -5.0% | +13.0% | -18.0% | -9.0% |
| 6M | +29.9% | +37.1% | -7.2% | +16.6% |
| YTD | +18.0% | +24.1% | -6.2% | +9.2% |
| 1Y | +11.3% | +24.2% | -12.9% | +3.0% |
| 3Y | +274.9% | +64.8% | +210.1% | +199.6% |
| 5Y | +300.6% | -7.4% | +308.0% | +286.2% |
| All | +944.2% | +249.9% | +694.3% | +603.2% |
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