+3,680.1%
APH vs GNRC
+2,087.1%
+1,593.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.2% |
| 7D | +5.0% | +1.9% | +3.0% | +4.4% |
| 30D | -3.9% | -13.8% | +9.9% | -0.1% |
| 3M | +13.0% | -32.6% | +45.6% | +25.0% |
| 6M | +25.2% | -15.2% | +40.3% | +29.9% |
| YTD | +22.9% | +37.4% | -14.4% | +11.7% |
| 1Y | +47.8% | +5.1% | +42.7% | +42.8% |
| 3Y | +283.0% | +57.5% | +225.5% | +223.9% |
| 5Y | +349.7% | -58.7% | +408.4% | +399.4% |
| 10Y | +1,061.2% | +395.5% | +665.7% | +536.0% |
| All | +3,680.1% | +2,087.1% | +1,593.0% | +1,167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling