+114,578.9%
APH vs UL
+2,126.4%
+112,452.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.7% |
| 7D | -12.7% | +5.5% | -18.2% | -14.4% |
| 30D | -19.2% | +11.4% | -30.5% | -22.4% |
| 3M | -16.7% | +6.0% | -22.7% | -18.8% |
| 6M | +5.1% | +18.0% | -12.9% | -2.1% |
| YTD | +6.6% | +6.2% | +0.3% | +2.5% |
| 1Y | +3.9% | +1.5% | +2.4% | +1.3% |
| 3Y | +246.0% | +39.8% | +206.2% | +196.1% |
| 5Y | +268.0% | +34.3% | +233.7% | +215.0% |
| 10Y | +868.2% | +102.6% | +765.6% | +602.6% |
| All | +114,578.9% | +2,126.4% | +112,452.5% | +47,651.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling