+10,835.9%
APH vs EXEL
+334.5%
+10,501.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.6% | -3.8% | -8.5% |
| 7D | -12.7% | +3.8% | -16.5% | -13.2% |
| 30D | -19.2% | +17.8% | -37.0% | -21.2% |
| 3M | -16.7% | +21.2% | -37.9% | -19.2% |
| 6M | +5.1% | +54.7% | -49.5% | -2.1% |
| YTD | +6.6% | +56.8% | -50.2% | -1.0% |
| 1Y | +3.9% | +70.2% | -66.3% | -4.7% |
| 3Y | +246.0% | +227.2% | +18.8% | +181.3% |
| 5Y | +268.0% | +254.9% | +13.1% | +192.0% |
| 10Y | +868.2% | +476.9% | +391.3% | +560.0% |
| All | +10,835.9% | +334.5% | +10,501.4% | +5,167.2% |
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