+951.3%
APH vs Z
-11.7%
+963.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.8% | +4.4% | +7.5% |
| 7D | +1.1% | -5.2% | +6.3% | +1.9% |
| 30D | -7.5% | +5.7% | -13.2% | -9.0% |
| 3M | -4.4% | -8.7% | +4.3% | -4.1% |
| 6M | +26.5% | -26.0% | +52.4% | +31.4% |
| YTD | +20.0% | -55.0% | +75.1% | +36.1% |
| 1Y | +16.9% | -58.0% | +74.9% | +34.0% |
| 3Y | +288.5% | -15.2% | +303.7% | +276.5% |
| 5Y | +310.3% | -53.8% | +364.1% | +324.7% |
| 10Y | +951.3% | -14.5% | +965.8% | +752.9% |
| All | +951.3% | -11.7% | +963.0% | +752.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling