+391.7%
APP vs APH
+148.8%
+242.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -47.8% | +50.5% | +32.3% |
| 7D | +2.5% | -48.7% | +51.2% | +34.2% |
| 30D | -23.3% | -51.9% | +28.7% | +6.1% |
| 3M | -42.6% | -43.6% | +0.9% | -34.1% |
| 6M | -33.6% | -37.5% | +3.9% | -32.8% |
| YTD | -52.4% | -38.6% | -13.8% | -52.4% |
| 1Y | -35.9% | -26.3% | -9.6% | -48.5% |
| 3Y | +642.2% | +89.2% | +553.0% | +88.9% |
| 5Y | +311.1% | +119.8% | +191.3% | -12.2% |
| All | +391.7% | +148.8% | +242.9% | -2.7% |
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 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