+5,411.0%
APH vs EW
+6,974.1%
-1,563.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +74.0% |
| 5Y | +119.8% | -25.7% | +145.6% | +126.2% |
| 10Y | +454.3% | +132.8% | +321.5% | +304.7% |
| All | +5,411.0% | +6,974.1% | -1,563.1% | +1,617.3% |
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