+279.0%
APH vs UL
+35.5%
+243.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -1.0% |
| 7D | -5.0% | +2.6% | -7.6% | -4.5% |
| 30D | -8.4% | +6.8% | -15.1% | -7.1% |
| 3M | -4.5% | +5.7% | -10.2% | -3.2% |
| 6M | +25.3% | +15.9% | +9.4% | +27.8% |
| YTD | +18.9% | +4.3% | +14.7% | +21.7% |
| 1Y | +11.9% | -0.4% | +12.4% | +14.4% |
| All | +279.0% | +35.5% | +243.5% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling