+122.9%
APH vs EW
-25.6%
+148.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.9% | -46.9% | -47.5% |
| 7D | -48.7% | -0.1% | -48.6% | -48.6% |
| 30D | -51.9% | +1.0% | -53.0% | -52.0% |
| 3M | -43.6% | +2.8% | -46.4% | -44.0% |
| 6M | -37.5% | +5.5% | -43.0% | -38.5% |
| YTD | -38.6% | +5.5% | -44.1% | -39.6% |
| 1Y | -26.3% | +11.0% | -37.4% | -28.6% |
| 3Y | +89.2% | +17.7% | +71.5% | +72.6% |
| All | +122.9% | -25.6% | +148.5% | +137.5% |
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 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