+883.4%
APH vs IBB
+156.3%
+727.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.1% |
| 7D | -5.9% | -1.8% | -4.1% | -4.8% |
| 30D | -14.8% | +5.1% | -19.9% | -17.2% |
| 3M | -12.4% | +10.7% | -23.1% | -17.9% |
| 6M | +8.1% | +22.9% | -14.8% | -5.0% |
| YTD | +10.9% | +26.7% | -15.8% | -4.2% |
| 1Y | +8.8% | +35.1% | -26.3% | -9.6% |
| 3Y | +262.1% | +80.2% | +181.9% | +151.0% |
| 5Y | +283.1% | +37.8% | +245.3% | +206.2% |
| All | +883.4% | +156.3% | +727.1% | +498.9% |
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