-26.3%
APH vs GFS
+37.2%
-63.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.2% | -49.0% | -48.1% |
| 7D | -48.7% | -2.4% | -46.3% | -48.5% |
| 30D | -51.9% | -8.6% | -43.3% | -50.9% |
| 3M | -43.6% | -46.5% | +3.0% | -34.0% |
| 6M | -37.5% | -4.8% | -32.7% | -38.9% |
| YTD | -38.6% | +29.7% | -68.3% | -44.0% |
| 1Y | -26.3% | +35.8% | -62.2% | -32.1% |
| All | -26.3% | +37.2% | -63.5% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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