+406.4%
APH vs S
-56.8%
+463.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +5.0% | -7.7% | +12.7% | +6.1% |
| 30D | -3.9% | -5.3% | +1.5% | -3.5% |
| 3M | +13.0% | +20.3% | -7.3% | +9.3% |
| 6M | +25.2% | +47.4% | -22.2% | +16.5% |
| YTD | +22.9% | +32.5% | -9.6% | +16.0% |
| 1Y | +47.8% | +9.5% | +38.3% | +43.0% |
| 3Y | +283.0% | +15.5% | +267.5% | +261.1% |
| 5Y | +349.7% | -71.2% | +420.9% | +354.8% |
| All | +406.4% | -56.8% | +463.2% | +410.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling