+628.7%
APH vs REPL
+35.1%
+593.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.0% | -3.9% | +3.8% |
| 7D | -5.9% | +22.8% | -28.7% | -6.7% |
| 30D | -14.8% | +63.8% | -78.6% | -16.6% |
| 3M | -12.4% | +68.1% | -80.5% | -14.4% |
| 6M | +8.1% | +528.5% | -520.4% | -3.3% |
| YTD | +10.9% | +122.4% | -111.5% | +1.4% |
| 1Y | +8.8% | +154.4% | -145.6% | -1.4% |
| 3Y | +262.1% | +68.0% | +194.1% | +188.5% |
| 5Y | +283.1% | -35.4% | +318.5% | +227.5% |
| All | +628.7% | +35.1% | +593.6% | +417.6% |
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