+453.5%
APH vs P
+732.0%
-278.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +7.1% | -54.8% | -49.6% |
| 7D | -48.7% | +0.3% | -49.0% | -49.6% |
| 30D | -51.9% | +18.8% | -70.8% | -55.3% |
| 3M | -43.6% | +26.7% | -70.3% | -48.6% |
| 6M | -37.5% | +62.2% | -99.7% | -47.7% |
| YTD | -38.6% | +48.5% | -87.1% | -47.6% |
| 1Y | -26.3% | +26.4% | -52.7% | -35.5% |
| 3Y | +89.2% | +159.4% | -70.2% | +29.2% |
| 5Y | +119.8% | +275.8% | -156.0% | +31.8% |
| All | +453.5% | +732.0% | -278.5% | +168.8% |
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