+122.9%
APH vs S
-71.4%
+194.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -10.0% | -37.7% | -46.1% |
| 7D | -48.7% | -12.5% | -36.2% | -46.8% |
| 30D | -51.9% | -5.3% | -46.6% | -50.9% |
| 3M | -43.6% | +20.3% | -63.8% | -44.5% |
| 6M | -37.5% | +47.4% | -84.9% | -41.0% |
| YTD | -38.6% | +32.5% | -71.2% | -41.2% |
| 1Y | -26.3% | +9.5% | -35.9% | -27.6% |
| 3Y | +89.2% | +15.5% | +73.7% | +80.8% |
| All | +122.9% | -71.4% | +194.3% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling