+247.7%
APH vs RF
+105.6%
+142.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -8.5% |
| 7D | -12.7% | -1.6% | -11.1% | -12.2% |
| 30D | -19.2% | +5.0% | -24.2% | -20.7% |
| 3M | -16.7% | -10.0% | -6.7% | -13.4% |
| 6M | +5.1% | +3.3% | +1.8% | +3.2% |
| YTD | +6.6% | +7.9% | -1.4% | +2.2% |
| 1Y | +3.9% | +21.2% | -17.3% | -5.0% |
| All | +247.7% | +105.6% | +142.2% | +165.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling