+1,265.9%
APH vs P
+557.5%
+708.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.0% | -1.2% | -4.9% |
| 7D | -2.4% | -19.4% | +16.9% | +2.8% |
| 30D | -9.5% | -22.3% | +12.9% | -3.9% |
| 3M | -7.6% | +33.2% | -40.8% | -15.1% |
| 6M | +12.4% | +53.6% | -41.2% | -2.1% |
| YTD | +17.5% | +66.8% | -49.3% | -0.3% |
| 1Y | +16.4% | +17.5% | -1.1% | +6.2% |
| 3Y | +281.6% | +219.7% | +61.9% | +160.3% |
| 5Y | +317.7% | +307.8% | +10.0% | +162.1% |
| 10Y | +967.8% | +855.3% | +112.5% | +452.8% |
| All | +1,265.9% | +557.5% | +708.4% | +606.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling