+1,082.3%
APH vs GILD
+163.6%
+918.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.3% | +4.7% |
| 7D | +1.4% | -4.8% | +6.2% | +2.5% |
| 30D | -1.2% | +5.8% | -7.0% | -2.5% |
| 3M | +10.3% | +14.9% | -4.7% | +6.4% |
| 6M | +25.2% | -0.4% | +25.5% | +24.9% |
| YTD | +24.6% | +18.5% | +6.1% | +19.1% |
| 1Y | +41.4% | +25.1% | +16.3% | +33.2% |
| 3Y | +297.8% | +105.9% | +191.9% | +223.8% |
| 5Y | +366.0% | +143.0% | +223.0% | +257.2% |
| All | +1,082.3% | +163.6% | +918.7% | +779.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 10y: compounded portfolio wealth divided by compounded GILD 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…
10y analysis · Full analysis span regression · 6 months rolling