+316.8%
APP vs APH
+387.1%
-70.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.2% | +16.8% | +16.0% |
| 7D | +4.5% | -2.4% | +6.9% | +6.2% |
| 30D | -3.6% | -9.5% | +5.8% | +3.8% |
| 3M | -35.3% | -7.6% | -27.6% | -32.6% |
| 6M | -42.8% | +12.4% | -55.2% | -52.6% |
| YTD | -59.7% | +17.5% | -77.2% | -69.5% |
| 1Y | -55.4% | +16.4% | -71.8% | -66.0% |
| 3Y | +592.0% | +281.6% | +310.4% | +25.0% |
| 5Y | +175.7% | +317.7% | -142.0% | -55.5% |
| All | +316.8% | +387.1% | -70.3% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling