+90.5%
APH vs S
+16.9%
+73.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -10.0% | -37.7% | -45.5% |
| 7D | -48.7% | -12.5% | -36.2% | -46.2% |
| 30D | -51.9% | -5.3% | -46.6% | -50.4% |
| 3M | -43.6% | +20.3% | -63.8% | -44.4% |
| 6M | -37.5% | +47.4% | -84.9% | -41.6% |
| YTD | -38.6% | +32.5% | -71.2% | -41.5% |
| 1Y | -26.3% | +9.5% | -35.9% | -27.2% |
| All | +90.5% | +16.9% | +73.6% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling