+1,328.9%
APH vs P
+485.4%
+843.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | +5.0% | +6.5% | -1.6% | +3.3% |
| 30D | -3.9% | +18.8% | -22.7% | -8.6% |
| 3M | +13.0% | +26.7% | -13.8% | +5.3% |
| 6M | +25.2% | +62.2% | -37.0% | +7.9% |
| YTD | +22.9% | +48.5% | -25.6% | +8.0% |
| 1Y | +47.8% | +26.4% | +21.4% | +33.0% |
| 3Y | +283.0% | +159.4% | +123.6% | +176.1% |
| 5Y | +349.7% | +275.8% | +73.9% | +189.6% |
| 10Y | +1,061.2% | +732.0% | +329.2% | +522.9% |
| All | +1,328.9% | +485.4% | +843.5% | +664.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded P 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling