+61,451.9%
APH vs LEN
+6,584.6%
+54,867.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.6% | -47.2% | -47.6% |
| 7D | -48.7% | -1.8% | -46.9% | -48.4% |
| 30D | -51.9% | -4.9% | -47.0% | -51.3% |
| 3M | -43.6% | -8.5% | -35.1% | -42.5% |
| 6M | -37.5% | -20.7% | -16.9% | -34.2% |
| YTD | -38.6% | -17.4% | -21.2% | -36.2% |
| 1Y | -26.3% | -38.2% | +11.9% | -18.4% |
| 3Y | +89.2% | -24.9% | +114.1% | +95.3% |
| 5Y | +119.8% | -11.4% | +131.3% | +114.8% |
| 10Y | +454.3% | +110.0% | +344.2% | +315.3% |
| All | +61,451.9% | +6,584.6% | +54,867.4% | +15,143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling