+16.4%
APH vs Z
-54.2%
+70.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +9.4% | -15.6% | -5.7% |
| 7D | -2.4% | +10.2% | -12.6% | -2.0% |
| 30D | -9.5% | +23.7% | -33.1% | -9.4% |
| 3M | -7.6% | -6.6% | -1.1% | -6.6% |
| 6M | +12.4% | -23.0% | +35.4% | +17.7% |
| YTD | +17.5% | -50.3% | +67.8% | +28.2% |
| 1Y | +16.4% | -53.6% | +70.0% | +27.9% |
| All | +16.4% | -54.2% | +70.6% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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