+306.4%
APH vs EW
-13.2%
+319.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | -5.0% | +9.3% | -14.3% | -7.3% |
| 30D | -8.4% | +22.1% | -30.4% | -13.2% |
| 3M | -4.5% | +13.0% | -17.5% | -7.8% |
| 6M | +25.3% | +30.1% | -4.8% | +16.2% |
| YTD | +18.9% | +22.0% | -3.1% | +12.1% |
| 1Y | +11.9% | +23.7% | -11.8% | +5.1% |
| 3Y | +278.0% | +62.0% | +216.0% | +212.0% |
| 5Y | +306.4% | -12.4% | +318.9% | +313.4% |
| All | +306.4% | -13.2% | +319.6% | +313.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling