+844.5%
APH vs KEY
+122.1%
+722.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.6% | -8.4% |
| 7D | -12.7% | -2.5% | -10.3% | -12.0% |
| 30D | -19.2% | +4.1% | -23.2% | -20.3% |
| 3M | -16.7% | -8.4% | -8.3% | -14.4% |
| 6M | +5.1% | -2.3% | +7.4% | +5.7% |
| YTD | +6.6% | +4.6% | +2.0% | +4.6% |
| 1Y | +3.9% | +24.6% | -20.7% | -3.8% |
| 3Y | +246.0% | +112.8% | +133.2% | +162.7% |
| 5Y | +268.0% | +12.9% | +255.1% | +230.3% |
| All | +844.5% | +122.1% | +722.4% | +593.5% |
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