+276.0%
APH vs EXEL
+238.6%
+37.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.4% | -2.8% | +3.2% | +0.8% |
| 30D | -8.0% | +18.2% | -26.2% | -9.5% |
| 3M | -5.0% | +37.7% | -42.7% | -8.2% |
| 6M | +29.9% | +42.2% | -12.3% | +24.8% |
| YTD | +18.0% | +61.3% | -43.3% | +11.3% |
| 1Y | +11.3% | +64.5% | -53.2% | +4.9% |
| All | +276.0% | +238.6% | +37.4% | +238.5% |
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 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