+664.2%
APH vs REPL
+36.8%
+627.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +4.9% | +1.2% | +3.6% | +4.8% |
| 30D | -5.4% | +92.2% | -97.6% | -7.9% |
| 3M | -5.5% | +44.1% | -49.6% | -7.0% |
| 6M | +25.9% | +313.0% | -287.1% | +15.3% |
| YTD | +16.4% | +125.2% | -108.8% | +6.3% |
| 1Y | +16.5% | +143.8% | -127.3% | +5.9% |
| 3Y | +270.9% | +104.2% | +166.7% | +189.9% |
| 5Y | +289.5% | -34.5% | +324.0% | +232.8% |
| All | +664.2% | +36.8% | +627.4% | +442.6% |
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