+1,041.3%
APH vs INDA
+80.4%
+960.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.2% |
| 7D | +0.2% | -1.0% | +1.2% | +0.8% |
| 30D | -3.3% | -2.5% | -0.8% | -1.8% |
| 3M | +14.0% | +4.0% | +10.1% | +11.3% |
| 6M | +24.4% | -1.8% | +26.2% | +26.0% |
| YTD | +21.4% | -9.2% | +30.6% | +29.1% |
| 1Y | +48.9% | -7.2% | +56.1% | +56.3% |
| 3Y | +290.1% | +9.8% | +280.3% | +270.5% |
| 5Y | +352.8% | +7.5% | +345.3% | +335.1% |
| 10Y | +1,041.3% | +80.8% | +960.5% | +734.3% |
| All | +1,041.3% | +80.4% | +960.9% | +734.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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