+955.2%
APH vs IBB
+130.8%
+824.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.3% |
| 7D | -5.0% | +0.8% | -5.8% | -5.3% |
| 30D | -8.4% | +5.2% | -13.5% | -11.0% |
| 3M | -4.5% | +8.6% | -13.1% | -9.4% |
| 6M | +25.3% | +27.8% | -2.5% | +7.4% |
| YTD | +18.9% | +28.8% | -9.9% | +1.5% |
| 1Y | +11.9% | +36.4% | -24.5% | -7.7% |
| 3Y | +278.0% | +89.3% | +188.6% | +153.2% |
| 5Y | +306.4% | +43.3% | +263.2% | +216.8% |
| 10Y | +955.2% | +130.6% | +824.5% | +531.8% |
| All | +955.2% | +130.8% | +824.4% | +531.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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