+73.5%
BA vs APH
+454.1%
-380.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -47.8% | +49.9% | +26.3% |
| 7D | +1.1% | -48.7% | +49.8% | +26.5% |
| 30D | -11.6% | -51.9% | +40.3% | +15.0% |
| 3M | -2.4% | -43.6% | +41.2% | +11.7% |
| 6M | -6.6% | -37.5% | +30.9% | -3.2% |
| YTD | -2.2% | -38.6% | +36.4% | -1.9% |
| 1Y | -8.0% | -26.3% | +18.3% | -22.3% |
| 3Y | -5.0% | +89.2% | -94.2% | -68.9% |
| 5Y | -2.7% | +119.8% | -122.5% | -73.3% |
| All | +73.5% | +454.1% | -380.6% | -77.4% |
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