+114,578.9%
APH vs EXC
+2,115.4%
+112,463.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -10.0% | -9.5% |
| 7D | -12.7% | +1.4% | -14.1% | -13.2% |
| 30D | -19.2% | +11.6% | -30.8% | -22.0% |
| 3M | -16.7% | +2.7% | -19.3% | -17.6% |
| 6M | +5.1% | +2.7% | +2.5% | +3.5% |
| YTD | +6.6% | +9.7% | -3.1% | +2.5% |
| 1Y | +3.9% | +4.5% | -0.6% | +1.4% |
| 3Y | +246.0% | +28.5% | +217.5% | +209.5% |
| 5Y | +268.0% | +43.9% | +224.0% | +215.0% |
| 10Y | +868.2% | +183.7% | +684.5% | +563.5% |
| All | +114,578.9% | +2,115.4% | +112,463.5% | +71,634.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling