+1,030.6%
APH vs PBR
+703.7%
+326.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | -2.2% | +4.2% | -6.5% | -3.0% |
| 30D | -4.0% | +22.7% | -26.8% | -7.5% |
| 3M | +7.7% | +21.5% | -13.8% | +3.8% |
| 6M | +17.8% | +24.0% | -6.2% | +12.5% |
| YTD | +19.2% | +88.2% | -69.1% | +5.2% |
| 1Y | +35.7% | +74.8% | -39.1% | +21.2% |
| 3Y | +282.9% | +105.1% | +177.8% | +227.0% |
| 5Y | +345.6% | +572.2% | -226.6% | +188.9% |
| All | +1,030.6% | +703.7% | +326.9% | +552.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PBR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling