+268.0%
APH vs GD
+97.4%
+170.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.4% |
| 7D | -12.7% | -3.9% | -8.8% | -11.1% |
| 30D | -19.2% | +8.1% | -27.2% | -21.7% |
| 3M | -16.7% | -6.8% | -9.9% | -14.3% |
| 6M | +5.1% | +3.0% | +2.1% | +2.9% |
| YTD | +6.6% | +7.8% | -1.2% | +1.7% |
| 1Y | +3.9% | +5.8% | -1.9% | +0.1% |
| 3Y | +246.0% | +55.3% | +190.7% | +169.2% |
| 5Y | +268.0% | +96.7% | +171.3% | +140.4% |
| All | +268.0% | +97.4% | +170.6% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling