+333.0%
APP vs APH
+120.4%
+212.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -47.8% | +50.5% | +32.4% |
| 7D | +2.5% | -48.7% | +51.2% | +34.3% |
| 30D | -23.3% | -51.9% | +28.7% | +6.2% |
| 3M | -42.6% | -43.6% | +0.9% | -34.1% |
| 6M | -33.6% | -37.5% | +3.9% | -33.0% |
| YTD | -52.4% | -38.6% | -13.8% | -52.6% |
| 1Y | -35.9% | -26.3% | -9.6% | -48.9% |
| 3Y | +642.2% | +89.2% | +553.0% | +80.0% |
| All | +333.0% | +120.4% | +212.5% | -15.2% |
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 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