+1,082.3%
APH vs KEYS
+1,049.9%
+32.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +2.6% |
| 7D | +1.4% | +3.5% | -2.1% | -0.3% |
| 30D | -1.2% | -4.5% | +3.2% | +1.0% |
| 3M | +10.3% | -0.4% | +10.7% | +10.1% |
| 6M | +25.2% | +19.1% | +6.1% | +14.2% |
| YTD | +24.6% | +66.7% | -42.0% | -5.4% |
| 1Y | +41.4% | +96.5% | -55.0% | -1.6% |
| 3Y | +297.8% | +155.2% | +142.7% | +138.0% |
| 5Y | +366.0% | +88.0% | +278.0% | +216.6% |
| All | +1,082.3% | +1,049.9% | +32.5% | +287.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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