+579.4%
APH vs P
+485.4%
+94.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +7.1% | -54.8% | -49.4% |
| 7D | -48.7% | +0.3% | -49.0% | -49.5% |
| 30D | -51.9% | +18.8% | -70.8% | -55.0% |
| 3M | -43.6% | +26.7% | -70.3% | -48.2% |
| 6M | -37.5% | +62.2% | -99.7% | -47.0% |
| YTD | -38.6% | +48.5% | -87.1% | -46.9% |
| 1Y | -26.3% | +26.4% | -52.7% | -34.7% |
| 3Y | +89.2% | +159.4% | -70.2% | +34.3% |
| 5Y | +119.8% | +275.8% | -156.0% | +39.4% |
| 10Y | +454.3% | +732.0% | -277.8% | +192.7% |
| All | +579.4% | +485.4% | +94.1% | +257.9% |
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