+890.8%
APH vs IR
+288.5%
+602.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.3% |
| 7D | +5.0% | -2.8% | +7.8% | +6.2% |
| 30D | -3.9% | -15.1% | +11.3% | +3.3% |
| 3M | +13.0% | +6.1% | +6.9% | +9.4% |
| 6M | +25.2% | -16.8% | +42.0% | +34.8% |
| YTD | +22.9% | -3.5% | +26.5% | +23.5% |
| 1Y | +47.8% | -3.5% | +51.3% | +47.8% |
| 3Y | +283.0% | +9.5% | +273.5% | +259.2% |
| 5Y | +349.7% | +45.1% | +304.6% | +270.7% |
| All | +890.8% | +288.5% | +602.3% | +522.0% |
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