+247.7%
APH vs IR
+25.6%
+222.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.6% | -7.9% |
| 7D | -12.7% | +2.3% | -15.0% | -13.6% |
| 30D | -19.2% | +3.3% | -22.5% | -20.4% |
| 3M | -16.7% | -9.0% | -7.7% | -12.5% |
| 6M | +5.1% | +8.0% | -2.9% | +0.4% |
| YTD | +6.6% | +3.4% | +3.2% | +2.8% |
| 1Y | +3.9% | +4.5% | -0.6% | -0.4% |
| All | +247.7% | +25.6% | +222.1% | +197.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling