+930.0%
APH vs EW
+254.3%
+675.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | +4.9% | +4.9% | 0.0% | +3.3% |
| 30D | -5.4% | +23.9% | -29.3% | -11.8% |
| 3M | -5.5% | +15.8% | -21.2% | -10.1% |
| 6M | +25.9% | +31.7% | -5.7% | +14.5% |
| YTD | +16.4% | +25.7% | -9.3% | +7.3% |
| 1Y | +16.5% | +24.4% | -7.9% | +7.7% |
| 3Y | +270.9% | +65.9% | +205.0% | +195.8% |
| 5Y | +289.5% | -7.6% | +297.1% | +276.0% |
| All | +930.0% | +254.3% | +675.7% | +590.7% |
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