+1,059.7%
APH vs GD
+190.3%
+869.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.8% |
| 7D | +5.0% | -5.3% | +10.2% | +8.0% |
| 30D | -3.9% | -6.4% | +2.6% | -0.5% |
| 3M | +13.0% | +5.7% | +7.3% | +8.6% |
| 6M | +25.2% | -0.9% | +26.1% | +24.4% |
| YTD | +22.9% | +8.2% | +14.8% | +16.2% |
| 1Y | +47.8% | +13.4% | +34.4% | +35.8% |
| 3Y | +283.0% | +68.5% | +214.5% | +173.3% |
| 5Y | +349.7% | +97.2% | +252.5% | +188.8% |
| All | +1,059.7% | +190.3% | +869.4% | +504.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded GD 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling