+688.5%
APH vs REPL
+39.1%
+649.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.0% | +5.2% | +8.1% |
| 7D | +1.1% | +14.2% | -13.1% | +0.6% |
| 30D | -7.5% | +65.9% | -73.4% | -9.4% |
| 3M | -4.4% | +84.6% | -89.0% | -7.0% |
| 6M | +26.5% | +446.9% | -420.5% | +14.1% |
| YTD | +20.0% | +129.0% | -109.0% | +9.6% |
| 1Y | +16.9% | +167.9% | -151.0% | +5.7% |
| 3Y | +288.5% | +93.9% | +194.6% | +205.8% |
| 5Y | +310.3% | -33.0% | +343.3% | +250.1% |
| All | +688.5% | +39.1% | +649.3% | +459.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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