+282.2%
APH vs Z
-55.4%
+337.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.6% | +4.5% |
| 7D | -5.9% | -4.6% | -1.4% | -5.3% |
| 30D | -14.8% | +8.3% | -23.1% | -16.7% |
| 3M | -12.4% | -11.6% | -0.8% | -11.6% |
| 6M | +8.1% | -33.6% | +41.7% | +15.1% |
| YTD | +10.9% | -56.7% | +67.6% | +27.9% |
| 1Y | +8.8% | -59.1% | +67.9% | +26.7% |
| 3Y | +262.1% | -20.4% | +282.4% | +252.0% |
| All | +282.2% | -55.4% | +337.6% | +281.6% |
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