+16.4%
APH vs RF
+25.4%
-9.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -6.5% |
| 7D | -2.4% | +2.3% | -4.7% | -3.0% |
| 30D | -9.5% | +7.2% | -16.7% | -11.2% |
| 3M | -7.6% | -8.2% | +0.6% | -5.0% |
| 6M | +12.4% | +7.0% | +5.4% | +8.8% |
| YTD | +17.5% | +10.3% | +7.2% | +9.5% |
| 1Y | +16.4% | +25.1% | -8.7% | +4.7% |
| All | +16.4% | +25.4% | -9.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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