+26.5%
BAC vs APH
-25.2%
+51.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -47.8% | +49.0% | +2.7% |
| 7D | +2.5% | -48.7% | +51.2% | +4.1% |
| 30D | -0.9% | -51.9% | +51.0% | +1.2% |
| 3M | +16.3% | -43.6% | +59.9% | +16.5% |
| 6M | +26.0% | -37.5% | +63.5% | +24.1% |
| YTD | +15.2% | -38.6% | +53.8% | +12.4% |
| 1Y | +26.5% | -26.3% | +52.9% | +19.1% |
| All | +26.5% | -25.2% | +51.8% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling