+355.9%
APH vs EXEL
+199.5%
+156.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +5.0% | +8.4% | -3.4% | +3.6% |
| 30D | -3.9% | +4.1% | -8.0% | -4.6% |
| 3M | +13.0% | +12.4% | +0.6% | +10.7% |
| 6M | +25.2% | +41.5% | -16.4% | +17.7% |
| YTD | +22.9% | +34.6% | -11.7% | +16.6% |
| 1Y | +47.8% | +57.9% | -10.0% | +36.6% |
| 3Y | +283.0% | +159.5% | +123.5% | +216.9% |
| All | +355.9% | +199.5% | +156.4% | +249.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling