+930.0%
APH vs XYZ
+597.9%
+332.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -2.4% |
| 7D | +4.9% | -1.1% | +5.9% | +5.1% |
| 30D | -5.4% | +11.5% | -16.9% | -8.1% |
| 3M | -5.5% | +1.8% | -7.3% | -6.5% |
| 6M | +25.9% | +21.2% | +4.7% | +19.3% |
| YTD | +16.4% | +29.9% | -13.6% | +7.2% |
| 1Y | +16.5% | +35.8% | -19.3% | +6.1% |
| 3Y | +270.9% | +62.6% | +208.3% | +210.3% |
| 5Y | +289.5% | -62.8% | +352.3% | +313.6% |
| All | +930.0% | +597.9% | +332.1% | +485.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling