+90.5%
APH vs IBB
+64.8%
+25.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.4% | -49.2% | -48.5% |
| 7D | -48.7% | -1.3% | -47.4% | -48.6% |
| 30D | -51.9% | +10.5% | -62.4% | -55.2% |
| 3M | -43.6% | +23.6% | -67.2% | -51.1% |
| 6M | -37.5% | +22.6% | -60.2% | -45.7% |
| YTD | -38.6% | +25.7% | -64.3% | -47.4% |
| 1Y | -26.3% | +51.4% | -77.7% | -43.5% |
| All | +90.5% | +64.8% | +25.7% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling