+237.7%
BAC vs APH
+938.3%
-700.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +2.1% | -5.0% | +7.1% | +4.1% |
| 30D | -6.7% | -8.4% | +1.7% | -3.6% |
| 3M | -20.2% | -4.5% | -15.7% | -19.8% |
| 6M | -0.2% | +25.3% | -25.5% | -15.5% |
| YTD | -6.4% | +18.9% | -25.3% | -21.9% |
| 1Y | -3.1% | +11.9% | -15.0% | -16.6% |
| 3Y | +96.7% | +278.0% | -181.2% | -32.8% |
| 5Y | +21.3% | +306.4% | -285.1% | -61.8% |
| 10Y | +237.7% | +955.2% | -717.5% | -48.8% |
| All | +237.7% | +938.3% | -700.6% | -48.8% |
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