+16.4%
APH vs IT
-17.9%
+34.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.6% | -5.9% |
| 7D | -2.4% | -5.5% | +3.1% | -3.0% |
| 30D | -9.5% | +10.3% | -19.8% | -8.4% |
| 3M | -7.6% | +11.5% | -19.1% | -6.2% |
| 6M | +12.4% | +40.3% | -27.9% | +17.9% |
| YTD | +17.5% | -17.9% | +35.4% | +17.3% |
| 1Y | +16.4% | -8.8% | +25.2% | +15.8% |
| All | +16.4% | -17.9% | +34.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling