+737.9%
BE vs APH
+661.0%
+76.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.8% | +13.8% | +13.9% |
| 7D | +4.5% | +0.4% | +4.1% | +5.1% |
| 30D | -20.1% | -8.0% | -12.2% | -10.8% |
| 3M | -0.8% | -5.0% | +4.2% | +7.3% |
| 6M | -26.2% | +29.9% | -56.1% | -41.6% |
| YTD | +141.1% | +18.0% | +123.1% | +103.8% |
| 1Y | +64.8% | +11.3% | +53.5% | +52.8% |
| 3Y | +1,887.4% | +274.9% | +1,612.5% | +347.4% |
| 5Y | +518.1% | +300.6% | +217.5% | +34.2% |
| All | +737.9% | +661.0% | +76.9% | -21.8% |
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