+374.5%
APH vs IR
+288.5%
+86.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.9% | -46.9% | -47.4% |
| 7D | -48.7% | -3.3% | -45.4% | -47.7% |
| 30D | -51.9% | -15.1% | -36.8% | -48.1% |
| 3M | -43.6% | +6.1% | -49.6% | -45.1% |
| 6M | -37.5% | -16.8% | -20.7% | -32.4% |
| YTD | -38.6% | -3.5% | -35.1% | -38.1% |
| 1Y | -26.3% | -3.5% | -22.8% | -26.0% |
| 3Y | +89.2% | +9.5% | +79.7% | +78.2% |
| 5Y | +119.8% | +45.1% | +74.7% | +82.0% |
| All | +374.5% | +288.5% | +86.0% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling