+446.2%
APP vs APH
+341.6%
+104.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.3% | +40.4% | +38.5% |
| 7D | +39.7% | -12.7% | +52.4% | +51.8% |
| 30D | +27.7% | -19.2% | +46.9% | +47.4% |
| 3M | -14.8% | -16.7% | +1.9% | -5.7% |
| 6M | -25.5% | +5.1% | -30.7% | -36.7% |
| YTD | -47.2% | +6.6% | -53.7% | -57.7% |
| 1Y | -42.3% | +3.9% | -46.2% | -52.6% |
| 3Y | +806.8% | +246.0% | +560.8% | +73.1% |
| 5Y | +261.6% | +268.0% | -6.4% | -37.2% |
| All | +446.2% | +341.6% | +104.5% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling