-4.6%
BA vs APH
+89.1%
-93.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -47.8% | +49.9% | +9.6% |
| 7D | +1.1% | -48.7% | +49.8% | +9.0% |
| 30D | -11.6% | -51.9% | +40.3% | -3.1% |
| 3M | -2.4% | -43.6% | +41.2% | +1.6% |
| 6M | -6.6% | -37.5% | +30.9% | -6.7% |
| YTD | -2.2% | -38.6% | +36.4% | -4.0% |
| 1Y | -8.0% | -26.3% | +18.3% | -17.1% |
| All | -4.6% | +89.1% | -93.7% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling