+523.2%
APH vs Z
+25.1%
+498.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -34.8% |
| YTD | -38.6% | -49.3% | +10.7% | -31.4% |
| 1Y | -26.3% | -58.7% | +32.3% | -14.9% |
| 3Y | +89.2% | -34.1% | +123.3% | +94.5% |
| 5Y | +119.8% | -64.5% | +184.4% | +137.8% |
| 10Y | +454.3% | -0.5% | +454.7% | +351.0% |
| All | +523.2% | +25.1% | +498.1% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling