+270.9%
APH vs EXEL
+230.5%
+40.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.5% |
| 3M | -5.5% | +36.3% | -41.8% | -8.6% |
| 6M | +25.9% | +34.5% | -8.6% | +21.7% |
| YTD | +16.4% | +57.4% | -41.1% | +10.1% |
| 1Y | +16.5% | +62.9% | -46.4% | +9.9% |
| 3Y | +270.9% | +229.5% | +41.3% | +234.9% |
| All | +270.9% | +230.5% | +40.4% | +234.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling