+500.0%
APP vs APH
+359.8%
+140.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.1% | +5.7% | +6.5% |
| 7D | +71.2% | -5.9% | +77.2% | +74.6% |
| 30D | +39.1% | -14.8% | +53.9% | +54.0% |
| 3M | +16.5% | -12.4% | +29.0% | +23.7% |
| 6M | -16.6% | +8.1% | -24.6% | -30.3% |
| YTD | -41.9% | +10.9% | -52.9% | -55.0% |
| 1Y | -37.0% | +8.8% | -45.8% | -50.2% |
| 3Y | +892.4% | +262.1% | +630.4% | +82.6% |
| 5Y | +297.3% | +283.1% | +14.2% | -33.1% |
| All | +500.0% | +359.8% | +140.2% | -10.2% |
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