+883.4%
APH vs KEY
+120.9%
+762.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.3% |
| 7D | -5.9% | -1.3% | -4.7% | -5.5% |
| 30D | -14.8% | +5.1% | -19.9% | -16.3% |
| 3M | -12.4% | -7.1% | -5.3% | -10.4% |
| 6M | +8.1% | -4.4% | +12.4% | +9.4% |
| YTD | +10.9% | +4.0% | +6.9% | +9.1% |
| 1Y | +8.8% | +23.4% | -14.6% | +1.0% |
| 3Y | +262.1% | +113.9% | +148.2% | +174.4% |
| 5Y | +283.1% | +12.3% | +270.8% | +244.5% |
| All | +883.4% | +120.9% | +762.5% | +623.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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