+285.6%
APH vs EXEL
+160.6%
+125.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +5.0% | +8.4% | -3.4% | +4.0% |
| 30D | -3.9% | +4.1% | -8.0% | -4.4% |
| 3M | +13.0% | +12.4% | +0.6% | +11.3% |
| 6M | +25.2% | +41.5% | -16.4% | +19.6% |
| YTD | +22.9% | +34.6% | -11.7% | +18.2% |
| 1Y | +47.8% | +57.9% | -10.0% | +40.0% |
| All | +285.6% | +160.6% | +125.0% | +249.8% |
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