+955.2%
APH vs IT
+88.3%
+866.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -5.0% | -7.5% | +2.5% | -3.1% |
| 30D | -8.4% | -1.2% | -7.2% | -9.3% |
| 3M | -4.5% | -2.2% | -2.3% | -6.2% |
| 6M | +25.3% | +19.1% | +6.2% | +12.7% |
| YTD | +18.9% | -25.1% | +44.0% | +23.9% |
| 1Y | +11.9% | -17.4% | +29.3% | +11.8% |
| 3Y | +278.0% | -54.1% | +332.1% | +367.2% |
| 5Y | +306.4% | -42.7% | +349.1% | +342.4% |
| 10Y | +955.2% | +88.1% | +867.0% | +565.2% |
| All | +955.2% | +88.3% | +866.9% | +565.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling