+1,046.0%
APH vs QSR
+135.3%
+910.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +1.6% | -2.4% | +4.0% | +2.5% |
| 30D | -3.0% | +5.7% | -8.7% | -5.1% |
| 3M | +5.7% | +6.9% | -1.2% | +2.5% |
| 6M | +20.0% | +6.9% | +13.1% | +15.9% |
| YTD | +20.8% | +14.9% | +5.9% | +12.7% |
| 1Y | +40.2% | +29.1% | +11.1% | +24.0% |
| 3Y | +288.1% | +26.1% | +262.0% | +238.7% |
| 5Y | +352.5% | +42.3% | +310.2% | +269.9% |
| All | +1,046.0% | +135.3% | +910.7% | +665.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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