+396.6%
BAC vs APH
+1,060.9%
-664.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.5% |
| 7D | +1.1% | +5.0% | -3.9% | -1.5% |
| 30D | -0.4% | -3.9% | +3.5% | +1.2% |
| 3M | +16.9% | +13.0% | +3.9% | +7.3% |
| 6M | +26.6% | +25.2% | +1.5% | +7.9% |
| YTD | +15.8% | +22.9% | -7.1% | -3.7% |
| 1Y | +27.2% | +47.8% | -20.7% | -7.6% |
| 3Y | +132.4% | +283.0% | -150.6% | -19.4% |
| 5Y | +72.6% | +349.7% | -277.1% | -48.6% |
| All | +396.6% | +1,060.9% | -664.3% | -27.7% |
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