+251.7%
BAC vs APH
+978.7%
-727.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.2% | -5.9% | -1.8% |
| 7D | +2.0% | +1.1% | +0.9% | +0.7% |
| 30D | -6.9% | -7.5% | +0.5% | -4.3% |
| 3M | -19.6% | -4.4% | -15.1% | -19.2% |
| 6M | -0.5% | +26.5% | -26.9% | -16.0% |
| YTD | -6.6% | +20.0% | -26.7% | -22.4% |
| 1Y | -3.0% | +16.9% | -19.8% | -18.6% |
| 3Y | +97.3% | +288.5% | -191.2% | -33.7% |
| 5Y | +21.9% | +310.3% | -288.4% | -61.7% |
| 10Y | +251.7% | +951.3% | -699.6% | -45.4% |
| All | +251.7% | +978.7% | -727.0% | -45.4% |
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