+11.9%
APH vs EXEL
+72.0%
-60.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -5.0% | -2.4% | -2.6% | -4.4% |
| 30D | -8.4% | +17.9% | -26.3% | -10.9% |
| 3M | -4.5% | +33.3% | -37.8% | -9.7% |
| 6M | +25.3% | +46.6% | -21.3% | +14.5% |
| YTD | +18.9% | +61.0% | -42.1% | +4.0% |
| 1Y | +11.9% | +70.4% | -58.5% | -4.0% |
| All | +11.9% | +72.0% | -60.1% | -4.0% |
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 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