+478.2%
APH vs U
-31.3%
+509.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.5% | -1.4% | +3.4% |
| 7D | -5.9% | +36.6% | -42.5% | -10.3% |
| 30D | -14.8% | +13.3% | -28.1% | -16.6% |
| 3M | -12.4% | +26.2% | -38.6% | -15.8% |
| 6M | +8.1% | +88.7% | -80.7% | -2.5% |
| YTD | +10.9% | +16.6% | -5.6% | +5.2% |
| 1Y | +8.8% | +29.0% | -20.2% | +1.6% |
| 3Y | +262.1% | +99.5% | +162.6% | +202.6% |
| 5Y | +283.1% | -66.1% | +349.3% | +256.2% |
| All | +478.2% | -31.3% | +509.5% | +403.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling