+520.5%
APH vs TRU
+238.0%
+282.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -5.9% | -41.9% | -45.5% |
| 7D | -48.7% | -5.7% | -43.0% | -46.5% |
| 30D | -51.9% | 0.0% | -52.0% | -51.1% |
| 3M | -43.6% | +13.3% | -56.9% | -45.9% |
| 6M | -37.5% | +3.4% | -41.0% | -38.3% |
| YTD | -38.6% | -6.4% | -32.3% | -37.8% |
| 1Y | -26.3% | -9.7% | -16.6% | -24.9% |
| 3Y | +89.2% | +0.1% | +89.1% | +75.5% |
| 5Y | +119.8% | -34.0% | +153.8% | +140.3% |
| 10Y | +454.3% | +147.9% | +306.4% | +264.6% |
| All | +520.5% | +238.0% | +282.5% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling