+3.9%
APH vs RF
+22.4%
-18.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -8.8% |
| 7D | -12.7% | -1.6% | -11.1% | -12.3% |
| 30D | -19.2% | +5.0% | -24.2% | -20.2% |
| 3M | -16.7% | -10.0% | -6.7% | -13.9% |
| 6M | +5.1% | +3.3% | +1.8% | +2.9% |
| YTD | +6.6% | +7.9% | -1.4% | -0.1% |
| 1Y | +3.9% | +21.2% | -17.3% | -5.5% |
| All | +3.9% | +22.4% | -18.5% | -5.5% |
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