+393.8%
APH vs VSXY
+37.4%
+356.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.5% |
| 7D | +5.0% | -14.0% | +18.9% | +6.8% |
| 30D | -3.9% | -15.9% | +12.0% | -2.1% |
| 3M | +13.0% | +3.4% | +9.6% | +11.7% |
| 6M | +25.2% | +25.9% | -0.8% | +18.4% |
| YTD | +22.9% | +39.5% | -16.5% | +14.1% |
| 1Y | +47.8% | +194.4% | -146.5% | +22.4% |
| 3Y | +283.0% | +281.4% | +1.6% | +186.5% |
| 5Y | +349.7% | +12.8% | +336.9% | +282.0% |
| All | +393.8% | +37.4% | +356.4% | +312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling