-20.4%
BA vs APH
+302.4%
-322.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -1.4% | +0.4% | -1.8% | -1.9% |
| 30D | -7.9% | -8.0% | +0.1% | -5.8% |
| 3M | -25.2% | -5.0% | -20.2% | -24.8% |
| 6M | -26.7% | +29.9% | -56.6% | -36.6% |
| YTD | -19.6% | +18.0% | -37.6% | -30.3% |
| 1Y | -10.6% | +11.3% | -21.9% | -20.3% |
| 3Y | -11.2% | +274.9% | -286.2% | -66.7% |
| 5Y | -20.4% | +300.6% | -321.0% | -73.0% |
| All | -20.4% | +302.4% | -322.9% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling