+355.9%
APH vs XYZ
-69.4%
+425.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +5.0% | -1.0% | +5.9% | +5.0% |
| 30D | -3.9% | -1.7% | -2.2% | -3.8% |
| 3M | +13.0% | +16.7% | -3.8% | +8.8% |
| 6M | +25.2% | +26.9% | -1.7% | +18.0% |
| YTD | +22.9% | +27.1% | -4.2% | +14.9% |
| 1Y | +47.8% | +9.3% | +38.6% | +42.1% |
| 3Y | +283.0% | +42.3% | +240.7% | +233.4% |
| All | +355.9% | -69.4% | +425.3% | +391.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling