+1,138.5%
APH vs P
+449.6%
+688.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -16.4% | +7.1% | -5.2% |
| 7D | -12.7% | -31.9% | +19.2% | -4.1% |
| 30D | -19.2% | -36.5% | +17.4% | -9.7% |
| 3M | -16.7% | +11.6% | -28.3% | -20.0% |
| 6M | +5.1% | +25.2% | -20.1% | -3.5% |
| YTD | +6.6% | +39.4% | -32.9% | -5.4% |
| 1Y | +3.9% | -3.7% | +7.6% | -0.4% |
| 3Y | +246.0% | +167.3% | +78.7% | +146.8% |
| 5Y | +268.0% | +237.3% | +30.7% | +142.0% |
| 10Y | +868.2% | +698.6% | +169.6% | +424.2% |
| All | +1,138.5% | +449.6% | +688.9% | +569.7% |
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