-37.5%
APH vs IR
-16.8%
-20.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.9% | -46.9% | -47.3% |
| 7D | -48.7% | -3.3% | -45.4% | -47.5% |
| 30D | -51.9% | -15.1% | -36.8% | -47.3% |
| 3M | -43.6% | +6.1% | -49.6% | -46.3% |
| 6M | -37.5% | -16.8% | -20.7% | -28.2% |
| All | -37.5% | -16.8% | -20.7% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling