-26.3%
APH vs GEHC
-4.8%
-21.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.3% | -44.5% | -47.1% |
| 7D | -48.7% | -5.0% | -43.7% | -48.0% |
| 30D | -51.9% | -2.0% | -50.0% | -51.4% |
| 3M | -43.6% | +8.0% | -51.5% | -43.4% |
| 6M | -37.5% | -12.8% | -24.8% | -35.9% |
| YTD | -38.6% | -15.9% | -22.7% | -36.8% |
| 1Y | -26.3% | -6.9% | -19.4% | -25.0% |
| All | -26.3% | -4.8% | -21.5% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling