+11.9%
APH vs TRU
+2.3%
+9.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -1.0% |
| 7D | -5.0% | +4.6% | -9.6% | -4.7% |
| 30D | -8.4% | +25.4% | -33.8% | -7.8% |
| 3M | -4.5% | +4.0% | -8.5% | -4.0% |
| 6M | +25.3% | +14.5% | +10.8% | +24.2% |
| YTD | +18.9% | -3.7% | +22.6% | +17.5% |
| 1Y | +11.9% | +2.8% | +9.2% | +9.3% |
| All | +11.9% | +2.3% | +9.6% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling