-26.3%
APH vs LEN
-37.1%
+10.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.6% | -47.2% | -47.7% |
| 7D | -48.7% | -1.8% | -46.9% | -48.6% |
| 30D | -51.9% | -4.9% | -47.0% | -51.7% |
| 3M | -43.6% | -8.5% | -35.1% | -43.0% |
| 6M | -37.5% | -20.7% | -16.9% | -37.6% |
| YTD | -38.6% | -17.4% | -21.2% | -38.0% |
| 1Y | -26.3% | -38.2% | +11.9% | -30.0% |
| All | -26.3% | -37.1% | +10.8% | -30.0% |
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