+268.0%
APH vs RF
+42.4%
+225.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.5% |
| 6M | +5.1% | +3.3% | +1.8% | +3.3% |
| YTD | +6.6% | +7.9% | -1.4% | +2.5% |
| 1Y | +3.9% | +21.2% | -17.3% | -4.5% |
| 3Y | +246.0% | +105.8% | +140.2% | +156.7% |
| 5Y | +268.0% | +43.7% | +224.3% | +205.6% |
| All | +268.0% | +42.4% | +225.5% | +205.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling