-37.5%
APH vs EXEL
+43.7%
-81.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.0% | -55.8% | -43.9% |
| 7D | -48.7% | +6.8% | -55.5% | -44.8% |
| 30D | -51.9% | +4.1% | -56.0% | -48.2% |
| 3M | -43.6% | +12.4% | -56.0% | -39.6% |
| 6M | -37.5% | +41.5% | -79.1% | -36.8% |
| All | -37.5% | +43.7% | -81.3% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling