+641.7%
BE vs APH
+667.2%
-25.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.4% | -3.3% |
| 7D | -13.4% | -5.0% | -8.3% | -7.2% |
| 30D | -33.9% | -8.4% | -25.5% | -25.7% |
| 3M | -12.0% | -4.5% | -7.5% | -5.2% |
| 6M | -29.0% | +25.3% | -54.2% | -41.8% |
| YTD | +113.4% | +18.9% | +94.5% | +78.9% |
| 1Y | +33.2% | +11.9% | +21.2% | +22.9% |
| 3Y | +1,659.2% | +278.0% | +1,381.2% | +292.8% |
| 5Y | +461.4% | +306.4% | +154.9% | +20.1% |
| All | +641.7% | +667.2% | -25.5% | -31.4% |
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