+930.0%
APH vs EXEL
+320.7%
+609.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | -5.4% | +13.1% | -18.5% | -7.1% |
| 3M | -5.5% | +36.3% | -41.8% | -9.9% |
| 6M | +25.9% | +34.5% | -8.6% | +19.9% |
| YTD | +16.4% | +57.4% | -41.1% | +7.8% |
| 1Y | +16.5% | +62.9% | -46.4% | +7.3% |
| 3Y | +270.9% | +229.5% | +41.3% | +198.7% |
| 5Y | +289.5% | +281.2% | +8.3% | +202.3% |
| All | +930.0% | +320.7% | +609.3% | +672.3% |
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