+47.8%
APH vs RF
+16.9%
+30.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +5.0% | +1.3% | +3.6% | +4.6% |
| 30D | -3.9% | -3.6% | -0.3% | -3.0% |
| 3M | +13.0% | +8.1% | +4.9% | +10.4% |
| 6M | +25.2% | +11.5% | +13.7% | +19.9% |
| YTD | +22.9% | +15.6% | +7.4% | +16.8% |
| 1Y | +47.8% | +15.7% | +32.2% | +43.8% |
| All | +47.8% | +16.9% | +30.9% | +43.8% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling