+294.9%
APH vs Z
-53.7%
+348.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +0.4% | -13.1% | +13.4% | +2.8% |
| 30D | -8.0% | +5.9% | -13.8% | -9.6% |
| 3M | -5.0% | -13.7% | +8.7% | -3.7% |
| 6M | +29.9% | -27.1% | +57.0% | +35.6% |
| YTD | +18.0% | -56.8% | +74.8% | +36.1% |
| 1Y | +11.3% | -60.2% | +71.6% | +30.4% |
| 3Y | +274.9% | -19.7% | +294.6% | +263.8% |
| All | +294.9% | -53.7% | +348.6% | +292.8% |
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