+955.2%
APH vs Z
-19.5%
+974.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | 0.0% |
| 7D | -5.0% | -6.5% | +1.4% | -4.0% |
| 30D | -8.4% | -0.1% | -8.3% | -9.0% |
| 3M | -4.5% | -14.1% | +9.6% | -3.1% |
| 6M | +25.3% | -30.1% | +55.3% | +31.4% |
| YTD | +18.9% | -57.5% | +76.4% | +36.2% |
| 1Y | +11.9% | -60.3% | +72.3% | +29.6% |
| 3Y | +278.0% | -21.0% | +299.0% | +271.0% |
| 5Y | +306.4% | -54.9% | +361.3% | +322.3% |
| 10Y | +955.2% | -16.0% | +971.2% | +764.9% |
| All | +955.2% | -19.5% | +974.7% | +764.9% |
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