+955.2%
APH vs EXEL
+363.4%
+591.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -5.0% | -2.4% | -2.6% | -4.6% |
| 30D | -8.4% | +17.9% | -26.3% | -10.6% |
| 3M | -4.5% | +33.3% | -37.8% | -8.7% |
| 6M | +25.3% | +46.6% | -21.3% | +17.7% |
| YTD | +18.9% | +61.0% | -42.1% | +9.8% |
| 1Y | +11.9% | +70.4% | -58.5% | +2.4% |
| 3Y | +278.0% | +236.1% | +41.9% | +203.6% |
| 5Y | +306.4% | +284.8% | +21.6% | +215.0% |
| 10Y | +955.2% | +348.4% | +606.8% | +686.3% |
| All | +955.2% | +363.4% | +591.8% | +686.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling