+122.9%
APH vs Z
-64.8%
+187.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.1% | -46.7% | -47.6% |
| 7D | -48.7% | -2.4% | -46.3% | -48.4% |
| 30D | -51.9% | -4.2% | -47.8% | -51.6% |
| 3M | -43.6% | -3.7% | -39.9% | -43.5% |
| 6M | -37.5% | -24.5% | -13.0% | -34.7% |
| YTD | -38.6% | -49.3% | +10.7% | -31.2% |
| 1Y | -26.3% | -58.7% | +32.3% | -14.6% |
| 3Y | +89.2% | -34.1% | +123.3% | +94.9% |
| All | +122.9% | -64.8% | +187.7% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling