-7.6%
APH vs IR
-4.8%
-2.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.7% | -5.9% |
| 7D | -2.4% | +11.6% | -14.0% | -8.3% |
| 30D | -9.5% | +7.2% | -16.6% | -12.5% |
| 3M | -7.6% | -5.9% | -1.7% | -9.4% |
| All | -7.6% | -4.8% | -2.9% | -9.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling