+18.0%
APH vs Q
+74.5%
-56.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.9% |
| 7D | +11.1% | +11.5% | -0.4% | +5.5% |
| 30D | -7.3% | -0.2% | -7.1% | -7.2% |
| 3M | -6.2% | -13.6% | +7.4% | -0.2% |
| 6M | +24.9% | -27.0% | +52.0% | +41.0% |
| YTD | +18.4% | +50.5% | -32.1% | -1.5% |
| 1Y | +13.0% | +33.8% | -20.8% | -1.3% |
| All | +18.0% | +74.5% | -56.5% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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