+794.1%
APH vs IR
+322.3%
+471.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.5% |
| 7D | -5.9% | +3.7% | -9.6% | -7.3% |
| 30D | -14.8% | +7.4% | -22.2% | -17.3% |
| 3M | -12.4% | -5.9% | -6.5% | -10.0% |
| 6M | +8.1% | +5.6% | +2.5% | +5.1% |
| YTD | +10.9% | +4.8% | +6.1% | +7.5% |
| 1Y | +8.8% | +6.9% | +1.8% | +4.4% |
| 3Y | +262.1% | +27.6% | +234.5% | +218.6% |
| 5Y | +283.1% | +45.8% | +237.3% | +213.9% |
| All | +794.1% | +322.3% | +471.9% | +441.5% |
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