+403.3%
APH vs PL
+84.9%
+318.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | +5.0% | -9.3% | +14.3% | +6.1% |
| 30D | -3.9% | -18.9% | +15.0% | -1.5% |
| 3M | +13.0% | -58.4% | +71.3% | +24.3% |
| 6M | +25.2% | -30.3% | +55.5% | +27.3% |
| YTD | +22.9% | -8.1% | +31.1% | +20.5% |
| 1Y | +47.8% | +180.5% | -132.7% | +23.2% |
| 3Y | +283.0% | +444.1% | -161.1% | +173.8% |
| 5Y | +349.7% | +83.0% | +266.6% | +225.5% |
| All | +403.3% | +84.9% | +318.4% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded PL 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling