+1,041.3%
APH vs XYZ
+573.1%
+468.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.5% |
| 7D | +0.2% | +2.9% | -2.6% | -0.5% |
| 30D | -3.3% | +1.4% | -4.7% | -3.9% |
| 3M | +14.0% | +14.6% | -0.5% | +10.0% |
| 6M | +24.4% | +20.8% | +3.7% | +18.3% |
| YTD | +21.4% | +23.1% | -1.6% | +13.9% |
| 1Y | +48.9% | +5.6% | +43.3% | +43.7% |
| 3Y | +290.1% | +50.9% | +239.2% | +232.4% |
| 5Y | +352.8% | -68.6% | +421.4% | +400.7% |
| 10Y | +1,041.3% | +580.0% | +461.3% | +573.0% |
| All | +1,041.3% | +573.1% | +468.2% | +573.0% |
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