-26.3%
APH vs RF
+16.9%
-43.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.8% | -50.6% | -47.8% |
| 7D | -48.7% | +1.1% | -49.8% | -48.5% |
| 30D | -51.9% | -3.6% | -48.3% | -51.2% |
| 3M | -43.6% | +8.1% | -51.6% | -44.5% |
| 6M | -37.5% | +11.5% | -49.0% | -39.8% |
| YTD | -38.6% | +15.6% | -54.2% | -41.4% |
| 1Y | -26.3% | +15.7% | -42.0% | -27.9% |
| All | -26.3% | +16.9% | -43.3% | -27.9% |
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