-37.5%
APH vs Z
-23.1%
-14.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.1% | -46.7% | -47.8% |
| 7D | -48.7% | -2.4% | -46.3% | -48.7% |
| 30D | -51.9% | -4.2% | -47.8% | -51.8% |
| 3M | -43.6% | -3.7% | -39.9% | -42.3% |
| 6M | -37.5% | -24.5% | -13.0% | -33.7% |
| All | -37.5% | -23.1% | -14.4% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling