+1,201.7%
BAC vs APH
+114,578.9%
-113,377.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.3% | +5.7% | -0.4% |
| 7D | -2.7% | -12.7% | +10.0% | +1.7% |
| 30D | -8.0% | -19.2% | +11.2% | -1.5% |
| 3M | -20.9% | -16.7% | -4.2% | -16.6% |
| 6M | -5.4% | +5.1% | -10.5% | -9.2% |
| YTD | -8.1% | +6.6% | -14.6% | -14.0% |
| 1Y | -3.1% | +3.9% | -7.0% | -8.8% |
| 3Y | +88.1% | +246.0% | -157.9% | +12.1% |
| 5Y | +19.7% | +268.0% | -248.2% | -30.4% |
| 10Y | +275.9% | +868.2% | -592.4% | +60.4% |
| All | +1,201.7% | +114,578.9% | -113,377.2% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling