+61,451.9%
APH vs UL
+2,011.0%
+59,440.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.0% | -46.8% | -47.5% |
| 7D | -48.7% | -0.3% | -48.4% | -48.5% |
| 30D | -51.9% | +0.5% | -52.4% | -51.9% |
| 3M | -43.6% | +17.6% | -61.2% | -46.9% |
| 6M | -37.5% | -5.4% | -32.2% | -36.9% |
| YTD | -38.6% | +0.7% | -39.3% | -39.4% |
| 1Y | -26.3% | -9.3% | -17.1% | -24.9% |
| 3Y | +89.2% | +24.5% | +64.7% | +69.9% |
| 5Y | +119.8% | +23.2% | +96.6% | +95.5% |
| 10Y | +454.3% | +64.5% | +389.8% | +336.0% |
| All | +61,451.9% | +2,011.0% | +59,440.9% | +26,220.5% |
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