+268.0%
APH vs Z
-54.8%
+322.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.6% | +1.3% | -7.5% |
| 7D | -12.7% | -2.3% | -10.5% | -12.5% |
| 30D | -19.2% | +9.4% | -28.5% | -21.0% |
| 3M | -16.7% | -16.1% | -0.6% | -15.0% |
| 6M | +5.1% | -30.4% | +35.6% | +11.0% |
| YTD | +6.6% | -55.6% | +62.2% | +22.3% |
| 1Y | +3.9% | -58.5% | +62.4% | +20.8% |
| 3Y | +246.0% | -19.6% | +265.7% | +236.2% |
| 5Y | +268.0% | -54.1% | +322.1% | +265.0% |
| All | +268.0% | -54.8% | +322.8% | +265.0% |
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