+883.4%
APH vs P
+713.7%
+169.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +3.1% |
| 7D | -5.9% | -23.8% | +17.9% | +1.1% |
| 30D | -14.8% | -36.6% | +21.8% | -3.9% |
| 3M | -12.4% | +10.9% | -23.3% | -16.0% |
| 6M | +8.1% | +30.0% | -21.9% | -2.7% |
| YTD | +10.9% | +44.4% | -33.4% | -3.6% |
| 1Y | +8.8% | +3.9% | +4.8% | +1.7% |
| 3Y | +262.1% | +176.6% | +85.5% | +145.5% |
| 5Y | +283.1% | +249.3% | +33.9% | +136.2% |
| All | +883.4% | +713.7% | +169.7% | +386.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling