-37.5%
APH vs IT
+13.8%
-51.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -5.9% | -41.9% | -47.6% |
| 7D | -48.7% | -5.2% | -43.5% | -48.5% |
| 30D | -51.9% | 0.0% | -51.9% | -51.3% |
| 3M | -43.6% | +13.1% | -56.6% | -40.3% |
| 6M | -37.5% | +11.7% | -49.2% | -33.9% |
| All | -37.5% | +13.8% | -51.3% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling