+6,955.2%
APH vs IBB
+560.8%
+6,394.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.4% | -49.2% | -48.6% |
| 7D | -48.7% | -1.3% | -47.4% | -48.7% |
| 30D | -51.9% | +10.5% | -62.4% | -55.3% |
| 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% | -43.8% |
| 3Y | +89.2% | +64.4% | +24.8% | +35.7% |
| 5Y | +119.8% | +22.1% | +97.7% | +86.7% |
| 10Y | +454.3% | +132.5% | +321.8% | +202.7% |
| All | +6,955.2% | +560.8% | +6,394.4% | +1,566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling