+867.5%
APH vs IR
+342.0%
+525.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.7% | +3.5% | +6.1% |
| 7D | +1.1% | +5.0% | -3.9% | -0.9% |
| 30D | -7.5% | +10.3% | -17.8% | -11.2% |
| 3M | -4.4% | -0.1% | -4.4% | -4.3% |
| 6M | +26.5% | +14.8% | +11.7% | +18.5% |
| YTD | +20.0% | +9.7% | +10.3% | +14.1% |
| 1Y | +16.9% | +12.2% | +4.7% | +9.8% |
| 3Y | +288.5% | +30.0% | +258.5% | +239.0% |
| 5Y | +310.3% | +46.8% | +263.5% | +234.4% |
| All | +867.5% | +342.0% | +525.5% | +474.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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