-26.3%
APH vs EXC
+2.6%
-28.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.2% | -47.6% | -47.8% |
| 7D | -48.7% | -0.7% | -48.0% | -48.8% |
| 30D | -51.9% | -4.6% | -47.3% | -52.2% |
| 3M | -43.6% | -2.2% | -41.3% | -44.3% |
| 6M | -37.5% | -10.6% | -27.0% | -38.1% |
| YTD | -38.6% | +1.9% | -40.6% | -39.6% |
| 1Y | -26.3% | +3.4% | -29.7% | -30.2% |
| All | -26.3% | +2.6% | -28.9% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling