+268.0%
APH vs IR
+42.7%
+225.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.6% | -7.8% |
| 7D | -12.7% | +2.3% | -15.0% | -13.7% |
| 30D | -19.2% | +3.3% | -22.5% | -20.5% |
| 3M | -16.7% | -9.0% | -7.7% | -12.3% |
| 6M | +5.1% | +8.0% | -2.9% | +0.1% |
| YTD | +6.6% | +3.4% | +3.2% | +2.7% |
| 1Y | +3.9% | +4.5% | -0.6% | -0.6% |
| 3Y | +246.0% | +25.6% | +220.4% | +187.3% |
| 5Y | +268.0% | +43.8% | +224.2% | +172.9% |
| All | +268.0% | +42.7% | +225.3% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling