+313.2%
APP vs APH
+309.1%
+4.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.8% |
| 7D | +61.1% | -5.0% | +66.1% | +63.5% |
| 30D | +42.8% | -8.4% | +51.1% | +49.1% |
| 3M | +16.7% | -4.5% | +21.2% | +15.1% |
| 6M | -15.6% | +25.3% | -40.9% | -38.7% |
| YTD | -41.3% | +18.9% | -60.2% | -57.3% |
| 1Y | -39.3% | +11.9% | -51.2% | -52.8% |
| 3Y | +803.2% | +278.0% | +525.2% | +51.1% |
| 5Y | +313.2% | +306.4% | +6.7% | -38.5% |
| All | +313.2% | +309.1% | +4.0% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling