+233.0%
BAC vs APH
+950.8%
-717.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.9% | +0.4% | -2.2% | -2.4% |
| 30D | -7.2% | -8.0% | +0.8% | -4.2% |
| 3M | -20.4% | -5.0% | -15.4% | -19.8% |
| 6M | +1.3% | +29.9% | -28.6% | -15.9% |
| YTD | -6.4% | +18.0% | -24.4% | -21.6% |
| 1Y | -3.5% | +11.3% | -14.8% | -16.7% |
| 3Y | +96.7% | +274.9% | -178.2% | -32.6% |
| 5Y | +20.6% | +300.6% | -280.0% | -61.6% |
| 10Y | +233.0% | +944.2% | -711.2% | -49.9% |
| All | +233.0% | +950.8% | -717.8% | -49.9% |
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