+951.3%
APH vs PSX
+363.6%
+587.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.0% | +5.2% | +7.4% |
| 7D | +1.1% | -8.0% | +9.1% | +3.4% |
| 30D | -7.5% | -9.0% | +1.6% | -5.3% |
| 3M | -4.4% | +24.7% | -29.2% | -10.3% |
| 6M | +26.5% | +49.3% | -22.9% | +12.4% |
| YTD | +20.0% | +100.2% | -80.1% | -3.3% |
| 1Y | +16.9% | +88.8% | -72.0% | -4.5% |
| 3Y | +288.5% | +152.5% | +136.0% | +183.5% |
| 5Y | +310.3% | +283.2% | +27.1% | +151.6% |
| 10Y | +951.3% | +345.8% | +605.5% | +479.1% |
| All | +951.3% | +363.6% | +587.7% | +479.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling