-26.3%
APH vs EXEL
+59.2%
-85.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.0% | -55.8% | -46.9% |
| 7D | -48.7% | +6.8% | -55.5% | -47.8% |
| 30D | -51.9% | +4.1% | -56.0% | -50.9% |
| 3M | -43.6% | +12.4% | -56.0% | -43.2% |
| 6M | -37.5% | +41.5% | -79.1% | -40.8% |
| YTD | -38.6% | +34.6% | -73.3% | -41.0% |
| 1Y | -26.3% | +57.9% | -84.2% | -29.5% |
| All | -26.3% | +59.2% | -85.6% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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