+5.1%
APH vs O
-3.6%
+8.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.8% | -9.0% |
| 7D | -12.7% | +4.5% | -17.2% | -9.7% |
| 30D | -19.2% | +10.2% | -29.4% | -13.4% |
| 3M | -16.7% | -3.8% | -12.9% | -17.9% |
| 6M | +5.1% | -3.8% | +9.0% | +6.2% |
| All | +5.1% | -3.6% | +8.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 6mo: compounded portfolio wealth divided by compounded O 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…
6mo analysis · Full analysis span regression · 6 months rolling