+61,451.9%
APH vs EXC
+1,977.8%
+59,474.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.8% | -48.6% | -48.0% |
| 7D | -48.7% | +0.2% | -48.9% | -48.8% |
| 30D | -51.9% | -3.7% | -48.2% | -51.5% |
| 3M | -43.6% | -1.3% | -42.3% | -43.7% |
| 6M | -37.5% | -9.7% | -27.8% | -36.1% |
| YTD | -38.6% | +2.9% | -41.5% | -39.7% |
| 1Y | -26.3% | +4.4% | -30.7% | -28.1% |
| 3Y | +89.2% | +22.2% | +67.0% | +71.8% |
| 5Y | +119.8% | +46.7% | +73.1% | +86.8% |
| 10Y | +454.3% | +155.3% | +298.9% | +291.9% |
| All | +61,451.9% | +1,977.8% | +59,474.2% | +39,191.3% |
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