+5.1%
APH vs KEY
-1.9%
+7.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.6% | -8.3% |
| 7D | -12.7% | -2.5% | -10.3% | -11.8% |
| 30D | -19.2% | +4.1% | -23.2% | -20.1% |
| 3M | -16.7% | -8.4% | -8.3% | -12.1% |
| 6M | +5.1% | -2.3% | +7.4% | +5.9% |
| All | +5.1% | -1.9% | +7.0% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling