+13.0%
APH vs EXEL
+74.8%
-61.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.1% | +5.1% | +7.5% |
| 7D | +1.1% | +2.3% | -1.2% | +0.8% |
| 30D | -7.5% | +19.8% | -27.3% | -10.4% |
| 3M | -4.4% | +32.7% | -37.1% | -9.5% |
| 6M | +26.5% | +49.0% | -22.5% | +15.2% |
| YTD | +20.0% | +63.7% | -43.6% | +4.6% |
| All | +13.0% | +74.8% | -61.9% | -3.5% |
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