+126,376.5%
APH vs RF
+765.7%
+125,610.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -6.5% |
| 7D | -2.4% | +2.3% | -4.7% | -3.0% |
| 30D | -9.5% | +7.2% | -16.7% | -11.1% |
| 3M | -7.6% | -8.2% | +0.6% | -5.8% |
| 6M | +12.4% | +7.0% | +5.4% | +10.2% |
| YTD | +17.5% | +10.3% | +7.2% | +14.2% |
| 1Y | +16.4% | +25.1% | -8.7% | +9.6% |
| 3Y | +281.6% | +110.3% | +171.3% | +214.3% |
| 5Y | +317.7% | +47.1% | +270.6% | +268.9% |
| 10Y | +967.8% | +297.9% | +669.9% | +618.6% |
| All | +126,376.5% | +765.7% | +125,610.8% | +49,928.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling