+16.4%
APH vs LEN
-21.9%
+38.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +7.1% | -13.2% | -6.6% |
| 7D | -2.4% | +10.5% | -12.9% | -3.3% |
| 30D | -9.5% | +24.6% | -34.1% | -12.0% |
| 3M | -7.6% | +6.6% | -14.3% | -8.0% |
| 6M | +12.4% | +10.6% | +1.7% | +10.9% |
| YTD | +17.5% | -8.3% | +25.8% | +18.7% |
| 1Y | +16.4% | -22.5% | +38.9% | +18.6% |
| All | +16.4% | -21.9% | +38.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling