+599.9%
APH vs REPL
+25.1%
+574.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -9.2% |
| 7D | -12.7% | +15.1% | -27.8% | -13.2% |
| 30D | -19.2% | +51.1% | -70.3% | -20.6% |
| 3M | -16.7% | +69.2% | -85.9% | -18.6% |
| 6M | +5.1% | +597.6% | -592.4% | -6.5% |
| YTD | +6.6% | +106.0% | -99.4% | -2.3% |
| 1Y | +3.9% | +133.3% | -129.4% | -5.5% |
| 3Y | +246.0% | +41.0% | +205.0% | +179.6% |
| 5Y | +268.0% | -40.1% | +308.1% | +215.5% |
| All | +599.9% | +25.1% | +574.7% | +398.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling