+90.5%
APH vs PL
+454.1%
-363.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -8.7% | -39.1% | -46.6% |
| 7D | -48.7% | -14.4% | -34.3% | -47.1% |
| 30D | -51.9% | -18.9% | -33.0% | -50.1% |
| 3M | -43.6% | -58.4% | +14.8% | -37.1% |
| 6M | -37.5% | -30.3% | -7.2% | -35.6% |
| YTD | -38.6% | -8.1% | -30.5% | -39.0% |
| 1Y | -26.3% | +180.5% | -206.8% | -37.6% |
| All | +90.5% | +454.1% | -363.6% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling