+1,030.6%
APH vs GNRC
+433.2%
+597.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.2% | -0.6% |
| 7D | -2.2% | -0.7% | -1.5% | -2.0% |
| 30D | -4.0% | -15.8% | +11.8% | +0.8% |
| 3M | +7.7% | -24.0% | +31.7% | +16.2% |
| 6M | +17.8% | -13.8% | +31.6% | +22.1% |
| YTD | +19.2% | +33.2% | -14.0% | +8.5% |
| 1Y | +35.7% | -1.8% | +37.5% | +33.3% |
| 3Y | +282.9% | +57.7% | +225.2% | +219.0% |
| 5Y | +345.6% | -59.7% | +405.4% | +420.6% |
| All | +1,030.6% | +433.2% | +597.4% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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