+147.5%
APH vs S
-56.8%
+204.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -10.0% | -37.7% | -46.2% |
| 7D | -48.7% | -12.5% | -36.2% | -46.9% |
| 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% | -40.8% |
| YTD | -38.6% | +32.5% | -71.2% | -41.1% |
| 1Y | -26.3% | +9.5% | -35.9% | -27.5% |
| 3Y | +89.2% | +15.5% | +73.7% | +81.4% |
| 5Y | +119.8% | -71.2% | +191.0% | +126.1% |
| All | +147.5% | -56.8% | +204.3% | +153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling