+1,110.6%
APH vs XYZ
+663.2%
+447.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.8% |
| 7D | -5.9% | +12.1% | -18.1% | -8.5% |
| 30D | -14.8% | +12.4% | -27.2% | -17.2% |
| 3M | -12.4% | +8.2% | -20.6% | -14.5% |
| 6M | +8.1% | +20.7% | -12.6% | +2.6% |
| YTD | +10.9% | +31.3% | -20.4% | +2.5% |
| 1Y | +8.8% | +20.5% | -11.7% | +2.0% |
| 3Y | +262.1% | +72.6% | +189.4% | +202.4% |
| 5Y | +283.1% | -64.0% | +347.1% | +306.1% |
| 10Y | +908.1% | +601.8% | +306.3% | +519.2% |
| All | +1,110.6% | +663.2% | +447.4% | +619.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling