+1,215.6%
APH vs QSR
+207.3%
+1,008.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +0.4% | -2.2% | +2.6% | +1.1% |
| 30D | -8.0% | +7.8% | -15.8% | -10.8% |
| 3M | -5.0% | +5.5% | -10.5% | -7.5% |
| 6M | +29.9% | -0.2% | +30.1% | +28.5% |
| YTD | +18.0% | +15.4% | +2.6% | +9.6% |
| 1Y | +11.3% | +15.3% | -4.0% | +3.3% |
| 3Y | +274.9% | +23.7% | +251.2% | +231.2% |
| 5Y | +300.6% | +60.4% | +240.2% | +215.7% |
| 10Y | +944.2% | +142.2% | +802.0% | +587.7% |
| All | +1,215.6% | +207.3% | +1,008.3% | +703.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling