-37.5%
APH vs VSXY
+19.7%
-57.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -11.5% | -36.3% | -45.3% |
| 7D | -48.7% | -15.8% | -32.9% | -46.0% |
| 30D | -51.9% | -15.9% | -36.0% | -49.4% |
| 3M | -43.6% | +3.4% | -46.9% | -42.0% |
| 6M | -37.5% | +25.9% | -63.4% | -38.4% |
| All | -37.5% | +19.7% | -57.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 6mo: compounded portfolio wealth divided by compounded VSXY 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…
6mo analysis · Full analysis span regression · Available span rolling