+944.2%
APH vs EXEL
+354.7%
+589.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.4% | -2.8% | +3.2% | +0.9% |
| 30D | -8.0% | +18.2% | -26.2% | -10.3% |
| 3M | -5.0% | +37.7% | -42.7% | -9.6% |
| 6M | +29.9% | +42.2% | -12.3% | +22.6% |
| YTD | +18.0% | +61.3% | -43.3% | +8.9% |
| 1Y | +11.3% | +64.5% | -53.2% | +2.4% |
| 3Y | +274.9% | +236.7% | +38.3% | +201.0% |
| 5Y | +300.6% | +296.3% | +4.3% | +209.0% |
| 10Y | +944.2% | +331.1% | +613.1% | +679.0% |
| All | +944.2% | +354.7% | +589.6% | +679.0% |
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