+1,375.3%
APH vs KEYS
+990.4%
+384.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +11.1% | +16.7% | -5.6% | +3.0% |
| 30D | -7.3% | -17.8% | +10.5% | +2.0% |
| 3M | -6.2% | -14.2% | +8.0% | +1.1% |
| 6M | +24.9% | -15.9% | +40.8% | +35.3% |
| YTD | +18.4% | +49.7% | -31.3% | -4.1% |
| 1Y | +13.0% | +65.3% | -52.3% | -13.0% |
| 3Y | +276.4% | +144.9% | +131.5% | +135.5% |
| 5Y | +296.4% | +63.0% | +233.4% | +193.8% |
| 10Y | +948.3% | +780.0% | +168.3% | +290.0% |
| All | +1,375.3% | +990.4% | +384.8% | +416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling