+1,041.3%
APH vs PSX
+371.8%
+669.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | +0.2% | +2.8% | -2.6% | -0.5% |
| 30D | -3.3% | +27.8% | -31.1% | -9.6% |
| 3M | +14.0% | +42.0% | -28.0% | +3.3% |
| 6M | +24.4% | +58.1% | -33.7% | +8.5% |
| YTD | +21.4% | +105.0% | -83.6% | -2.6% |
| 1Y | +48.9% | +104.9% | -56.0% | +19.1% |
| 3Y | +290.1% | +134.1% | +156.1% | +191.9% |
| 5Y | +352.8% | +363.8% | -11.0% | +159.7% |
| 10Y | +1,041.3% | +370.1% | +671.2% | +498.1% |
| All | +1,041.3% | +371.8% | +669.5% | +498.1% |
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