-26.3%
APH vs XYZ
+9.3%
-35.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.9% | -48.7% | -47.9% |
| 7D | -48.7% | -2.5% | -46.2% | -48.6% |
| 30D | -51.9% | -1.7% | -50.2% | -51.9% |
| 3M | -43.6% | +16.7% | -60.3% | -45.0% |
| 6M | -37.5% | +26.9% | -64.4% | -40.2% |
| YTD | -38.6% | +27.1% | -65.8% | -41.2% |
| 1Y | -26.3% | +9.3% | -35.6% | -27.5% |
| All | -26.3% | +9.3% | -35.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling