+288.9%
APH vs REPL
-6.0%
+294.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.7% | -46.1% | -47.7% |
| 7D | -48.7% | -3.6% | -45.1% | -48.6% |
| 30D | -51.9% | +27.1% | -79.1% | -52.4% |
| 3M | -43.6% | +52.4% | -95.9% | -45.4% |
| 6M | -37.5% | +107.4% | -145.0% | -42.8% |
| YTD | -38.6% | +54.7% | -93.4% | -43.0% |
| 1Y | -26.3% | +158.9% | -185.2% | -35.3% |
| 3Y | +89.2% | -23.7% | +112.9% | +60.5% |
| 5Y | +119.8% | -54.3% | +174.1% | +90.5% |
| All | +288.9% | -6.0% | +294.9% | +180.9% |
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