+13,555.1%
APH vs IJR
+1,153.0%
+12,402.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.5% |
| 7D | +5.0% | -0.2% | +5.1% | +5.0% |
| 30D | -3.9% | -2.4% | -1.5% | -1.7% |
| 3M | +13.0% | +3.9% | +9.0% | +9.3% |
| 6M | +25.2% | +12.4% | +12.8% | +12.9% |
| YTD | +22.9% | +21.5% | +1.4% | +3.3% |
| 1Y | +47.8% | +24.0% | +23.9% | +21.6% |
| 3Y | +283.0% | +49.7% | +233.3% | +160.7% |
| 5Y | +349.7% | +39.7% | +310.0% | +224.1% |
| 10Y | +1,061.2% | +169.0% | +892.2% | +322.7% |
| All | +13,555.1% | +1,153.0% | +12,402.1% | +878.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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