+1,059.7%
APH vs XRT
+128.5%
+931.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | +5.0% | +0.8% | +4.2% | +4.5% |
| 30D | -3.9% | -4.2% | +0.3% | -1.8% |
| 3M | +13.0% | +5.1% | +7.9% | +9.4% |
| 6M | +25.2% | +2.4% | +22.7% | +23.1% |
| YTD | +22.9% | +3.2% | +19.7% | +20.4% |
| 1Y | +47.8% | +1.5% | +46.3% | +45.5% |
| 3Y | +283.0% | +40.6% | +242.5% | +213.4% |
| 5Y | +349.7% | -1.0% | +350.6% | +330.9% |
| All | +1,059.7% | +128.5% | +931.3% | +510.7% |
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