+883.4%
APH vs EXEL
+461.0%
+422.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.9% | +3.9% |
| 7D | -5.9% | +0.3% | -6.2% | -5.9% |
| 30D | -14.8% | +19.0% | -33.8% | -17.0% |
| 3M | -12.4% | +33.3% | -45.7% | -16.2% |
| 6M | +8.1% | +42.9% | -34.8% | +1.9% |
| YTD | +10.9% | +58.7% | -47.8% | +2.8% |
| 1Y | +8.8% | +70.5% | -61.7% | -0.3% |
| 3Y | +262.1% | +233.8% | +28.2% | +192.5% |
| 5Y | +283.1% | +259.3% | +23.8% | +201.8% |
| All | +883.4% | +461.0% | +422.4% | +627.9% |
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