+278.0%
APH vs GNRC
+76.7%
+201.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | +0.3% |
| 7D | -5.0% | -13.1% | +8.1% | -0.4% |
| 30D | -8.4% | -19.2% | +10.8% | -1.7% |
| 3M | -4.5% | -11.8% | +7.3% | -0.8% |
| 6M | +25.3% | -32.5% | +57.8% | +40.8% |
| YTD | +18.9% | +33.3% | -14.4% | +8.8% |
| 1Y | +11.9% | +16.0% | -4.1% | +6.5% |
| 3Y | +278.0% | +75.5% | +202.4% | +204.7% |
| All | +278.0% | +76.7% | +201.3% | +204.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling