+71.4%
BAC vs APH
+120.4%
-49.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -47.8% | +49.5% | +11.9% |
| 7D | +3.0% | -48.7% | +51.7% | +14.0% |
| 30D | -0.4% | -51.9% | +51.5% | +12.4% |
| 3M | +16.9% | -43.6% | +60.5% | +23.7% |
| 6M | +26.6% | -37.5% | +64.1% | +27.8% |
| YTD | +15.8% | -38.6% | +54.4% | +14.9% |
| 1Y | +27.2% | -26.3% | +53.5% | +14.6% |
| 3Y | +132.4% | +89.2% | +43.2% | +18.5% |
| All | +71.4% | +120.4% | -49.0% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling