+5,769.6%
APH vs EXEL
+273.2%
+5,496.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.0% | -55.8% | -49.0% |
| 7D | -48.7% | +6.8% | -55.5% | -49.8% |
| 30D | -51.9% | +4.1% | -56.0% | -52.8% |
| 3M | -43.6% | +12.4% | -56.0% | -45.3% |
| 6M | -37.5% | +41.5% | -79.1% | -41.7% |
| YTD | -38.6% | +34.6% | -73.3% | -42.3% |
| 1Y | -26.3% | +57.9% | -84.2% | -32.6% |
| 3Y | +89.2% | +159.5% | -70.3% | +57.4% |
| 5Y | +119.8% | +198.5% | -78.7% | +76.9% |
| 10Y | +454.3% | +411.4% | +42.9% | +278.0% |
| All | +5,769.6% | +273.2% | +5,496.4% | +2,762.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling