+8.8%
APH vs REPL
+152.6%
-143.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.0% | -3.9% | +4.0% |
| 7D | -5.9% | +22.8% | -28.7% | -6.1% |
| 30D | -14.8% | +63.8% | -78.6% | -15.1% |
| 3M | -12.4% | +68.1% | -80.5% | -12.7% |
| 6M | +8.1% | +528.5% | -520.4% | +9.7% |
| YTD | +10.9% | +122.4% | -111.5% | +14.0% |
| 1Y | +8.8% | +154.4% | -145.6% | +4.8% |
| All | +8.8% | +152.6% | -143.8% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling