+674.8%
APH vs REPL
+36.1%
+638.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -0.5% |
| 7D | +0.4% | +5.3% | -4.9% | +0.2% |
| 30D | -8.0% | +66.6% | -74.6% | -9.9% |
| 3M | -5.0% | +59.6% | -64.6% | -7.0% |
| 6M | +29.9% | +482.4% | -452.4% | +16.9% |
| YTD | +18.0% | +124.1% | -106.1% | +7.8% |
| 1Y | +11.3% | +138.6% | -127.2% | +1.3% |
| 3Y | +274.9% | +96.0% | +178.9% | +194.3% |
| 5Y | +300.6% | -35.4% | +336.0% | +242.6% |
| All | +674.8% | +36.1% | +638.7% | +450.2% |
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