+280.4%
APH vs LYV
+109.3%
+171.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -2.2% | -4.2% | +2.0% | -0.8% |
| 30D | -4.0% | -7.2% | +3.2% | -1.7% |
| 3M | +7.7% | +1.5% | +6.2% | +6.6% |
| 6M | +17.8% | +2.7% | +15.0% | +15.7% |
| YTD | +19.2% | +19.4% | -0.2% | +10.7% |
| 1Y | +35.7% | -0.5% | +36.2% | +35.1% |
| All | +280.4% | +109.3% | +171.1% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 3y: compounded portfolio wealth divided by compounded LYV 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…
3y analysis · Full analysis span regression · 6 months rolling