+308.3%
APH vs GTLB
-49.0%
+357.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +6.0% | +4.3% |
| 7D | -5.9% | -11.1% | +5.2% | -4.6% |
| 30D | -14.8% | -7.5% | -7.3% | -14.1% |
| 3M | -12.4% | +34.8% | -47.2% | -15.9% |
| 6M | +8.1% | +98.0% | -89.9% | -1.7% |
| YTD | +10.9% | +28.1% | -17.2% | +5.9% |
| 1Y | +8.8% | +5.6% | +3.2% | +6.5% |
| 3Y | +262.1% | +15.9% | +246.1% | +240.8% |
| 5Y | +283.1% | -61.1% | +344.2% | +265.8% |
| All | +308.3% | -49.0% | +357.2% | +284.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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