+31.8%
BA vs APH
+894.6%
-862.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -2.1% |
| 7D | +1.1% | -5.9% | +7.0% | +4.1% |
| 30D | -7.9% | -14.8% | +6.9% | +0.3% |
| 3M | -25.3% | -12.4% | -12.9% | -20.9% |
| 6M | -24.6% | +8.1% | -32.7% | -33.1% |
| YTD | -20.1% | +10.9% | -31.1% | -34.5% |
| 1Y | -11.8% | +8.8% | -20.5% | -27.2% |
| 3Y | -10.1% | +262.1% | -272.2% | -77.3% |
| 5Y | -22.7% | +283.1% | -305.9% | -82.0% |
| All | +31.8% | +894.6% | -862.8% | -85.0% |
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