+1,059.7%
APH vs EW
+133.1%
+926.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +5.0% | -0.3% | +5.3% | +5.1% |
| 30D | -3.9% | +1.0% | -4.9% | -4.3% |
| 3M | +13.0% | +2.8% | +10.2% | +11.7% |
| 6M | +25.2% | +5.5% | +19.7% | +22.6% |
| YTD | +22.9% | +5.5% | +17.5% | +20.4% |
| 1Y | +47.8% | +11.0% | +36.8% | +42.2% |
| 3Y | +283.0% | +17.7% | +265.3% | +245.6% |
| 5Y | +349.7% | -25.7% | +375.4% | +366.1% |
| All | +1,059.7% | +133.1% | +926.7% | +778.7% |
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