+3,027.4%
APH vs EXPE
+851.4%
+2,176.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -6.0% | -41.8% | -46.0% |
| 7D | -48.7% | -6.5% | -42.2% | -46.9% |
| 30D | -51.9% | -6.6% | -45.3% | -50.4% |
| 3M | -43.6% | +31.4% | -74.9% | -47.5% |
| 6M | -37.5% | +35.2% | -72.7% | -42.7% |
| YTD | -38.6% | +5.8% | -44.4% | -40.3% |
| 1Y | -26.3% | +38.7% | -65.0% | -34.4% |
| 3Y | +89.2% | +175.8% | -86.6% | +32.3% |
| 5Y | +119.8% | +111.8% | +8.0% | +57.7% |
| 10Y | +454.3% | +179.7% | +274.5% | +229.4% |
| All | +3,027.4% | +851.4% | +2,176.0% | +736.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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