+285.2%
APH vs IR
+46.0%
+239.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.6% |
| 7D | +4.9% | +2.5% | +2.4% | +3.5% |
| 30D | -5.4% | +9.2% | -14.6% | -9.6% |
| 3M | -5.5% | +0.9% | -6.4% | -5.9% |
| 6M | +25.9% | +19.2% | +6.7% | +13.5% |
| YTD | +16.4% | +7.5% | +8.9% | +9.9% |
| 1Y | +16.5% | +11.7% | +4.8% | +7.4% |
| 3Y | +270.9% | +23.9% | +246.9% | +211.1% |
| All | +285.2% | +46.0% | +239.2% | +184.4% |
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 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