+10,167.7%
APH vs EW
+7,833.4%
+2,334.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.8% | -9.7% |
| 7D | -12.7% | +6.8% | -19.5% | -14.4% |
| 30D | -19.2% | +16.6% | -35.7% | -22.7% |
| 3M | -16.7% | +13.3% | -30.0% | -19.9% |
| 6M | +5.1% | +21.6% | -16.5% | -0.9% |
| YTD | +6.6% | +18.3% | -11.7% | +1.0% |
| 1Y | +3.9% | +21.7% | -17.8% | -2.3% |
| 3Y | +246.0% | +50.3% | +195.7% | +195.7% |
| 5Y | +268.0% | -15.0% | +283.0% | +262.7% |
| 10Y | +868.2% | +237.5% | +630.8% | +540.8% |
| All | +10,167.7% | +7,833.4% | +2,334.4% | +2,979.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling