+268.0%
APH vs IBB
+34.6%
+233.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.0% | -4.3% | -6.3% |
| 7D | -12.7% | -3.6% | -9.1% | -10.7% |
| 30D | -19.2% | +3.4% | -22.6% | -20.7% |
| 3M | -16.7% | +9.5% | -26.2% | -21.6% |
| 6M | +5.1% | +23.3% | -18.2% | -8.5% |
| YTD | +6.6% | +24.5% | -18.0% | -7.8% |
| 1Y | +3.9% | +32.9% | -29.0% | -13.7% |
| 3Y | +246.0% | +76.6% | +169.5% | +137.2% |
| 5Y | +268.0% | +35.5% | +232.5% | +168.0% |
| All | +268.0% | +34.6% | +233.4% | +168.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling