+262.1%
APH vs IYR
+36.6%
+225.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.4% |
| 7D | -5.9% | +2.0% | -7.9% | -6.7% |
| 30D | -14.8% | +8.2% | -23.0% | -17.8% |
| 3M | -12.4% | -1.7% | -10.7% | -11.8% |
| 6M | +8.1% | -0.4% | +8.5% | +7.6% |
| YTD | +10.9% | +9.9% | +1.1% | +5.0% |
| 1Y | +8.8% | +10.4% | -1.7% | +2.6% |
| 3Y | +262.1% | +38.4% | +223.6% | +206.8% |
| All | +262.1% | +36.6% | +225.4% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 3y: compounded portfolio wealth divided by compounded IYR 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…
3y analysis · Full analysis span regression · 6 months rolling