+127,881.2%
APH vs UL
+2,085.7%
+125,795.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -5.0% | +2.6% | -7.6% | -6.0% |
| 30D | -8.4% | +6.8% | -15.1% | -10.8% |
| 3M | -4.5% | +5.7% | -10.2% | -7.0% |
| 6M | +25.3% | +15.9% | +9.4% | +17.3% |
| YTD | +18.9% | +4.3% | +14.7% | +15.1% |
| 1Y | +11.9% | -0.4% | +12.4% | +9.8% |
| 3Y | +278.0% | +35.0% | +243.0% | +227.3% |
| 5Y | +306.4% | +31.6% | +274.8% | +250.2% |
| 10Y | +955.2% | +104.6% | +850.5% | +662.5% |
| All | +127,881.2% | +2,085.7% | +125,795.6% | +53,497.1% |
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