+122.9%
APH vs RACE
+93.6%
+29.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.0% | -44.8% | -46.6% |
| 7D | -48.7% | -1.0% | -47.7% | -47.9% |
| 30D | -51.9% | +0.8% | -52.7% | -51.6% |
| 3M | -43.6% | +17.2% | -60.7% | -46.5% |
| 6M | -37.5% | +13.6% | -51.1% | -40.4% |
| YTD | -38.6% | +12.2% | -50.8% | -41.4% |
| 1Y | -26.3% | -16.3% | -10.1% | -21.5% |
| 3Y | +89.2% | +36.4% | +52.8% | +51.3% |
| All | +122.9% | +93.6% | +29.3% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling