+16.4%
APH vs LOW
-0.5%
+16.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +7.5% | -13.7% | -6.7% |
| 7D | -2.4% | +15.6% | -18.0% | -4.0% |
| 30D | -9.5% | +28.6% | -38.1% | -13.1% |
| 3M | -7.6% | +5.8% | -13.5% | -7.2% |
| 6M | +12.4% | +3.8% | +8.6% | +13.6% |
| YTD | +17.5% | -2.8% | +20.3% | +24.5% |
| 1Y | +16.4% | -1.4% | +17.8% | +22.7% |
| All | +16.4% | -0.5% | +16.9% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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