+944.2%
APH vs INDA
+116.0%
+828.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +0.4% | +3.1% | -2.7% | -1.5% |
| 30D | -8.0% | +11.3% | -19.3% | -14.2% |
| 3M | -5.0% | +3.0% | -8.0% | -6.9% |
| 6M | +29.9% | +6.5% | +23.4% | +24.7% |
| YTD | +18.0% | -4.6% | +22.5% | +21.4% |
| 1Y | +11.3% | -5.8% | +17.1% | +15.6% |
| 3Y | +274.9% | +16.8% | +258.1% | +241.9% |
| 5Y | +300.6% | +10.4% | +290.2% | +276.9% |
| All | +944.2% | +116.0% | +828.2% | +621.3% |
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