+6,779.6%
APH vs LYV
+1,449.5%
+5,330.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.7% |
| 7D | +0.2% | -3.8% | +4.0% | +1.3% |
| 30D | -3.3% | -5.7% | +2.3% | -1.8% |
| 3M | +14.0% | +6.9% | +7.2% | +11.4% |
| 6M | +24.4% | +9.2% | +15.3% | +20.5% |
| YTD | +21.4% | +19.6% | +1.8% | +14.2% |
| 1Y | +48.9% | +0.6% | +48.3% | +46.5% |
| 3Y | +290.1% | +110.6% | +179.5% | +204.7% |
| 5Y | +352.8% | +96.6% | +256.2% | +249.1% |
| 10Y | +1,041.3% | +546.4% | +494.9% | +470.8% |
| All | +6,779.6% | +1,449.5% | +5,330.1% | +2,250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling