+13.0%
APH vs LEN
-22.9%
+35.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.2% | +5.0% | +8.0% |
| 7D | +1.1% | +0.6% | +0.5% | +1.1% |
| 30D | -7.5% | +19.4% | -26.9% | -9.4% |
| 3M | -4.4% | +4.5% | -9.0% | -4.5% |
| 6M | +26.5% | +4.9% | +21.5% | +25.9% |
| YTD | +20.0% | -8.9% | +29.0% | +21.2% |
| All | +13.0% | -22.9% | +35.9% | +15.0% |
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