+883.4%
APH vs XRT
+149.4%
+734.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +5.0% |
| 7D | -5.9% | +0.9% | -6.8% | -6.7% |
| 30D | -14.8% | +7.9% | -22.8% | -18.7% |
| 3M | -12.4% | -0.2% | -12.2% | -13.0% |
| 6M | +8.1% | +5.6% | +2.5% | +3.9% |
| YTD | +10.9% | +5.7% | +5.3% | +6.6% |
| 1Y | +8.8% | +14.6% | -5.8% | -0.1% |
| 3Y | +262.1% | +50.7% | +211.4% | +184.0% |
| 5Y | +283.1% | -4.8% | +288.0% | +272.9% |
| All | +883.4% | +149.4% | +734.0% | +408.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling