+593.0%
BE vs APH
+615.7%
-22.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.7% | -1.3% |
| 7D | -14.7% | -5.9% | -8.8% | -7.7% |
| 30D | -40.5% | -14.8% | -25.7% | -27.5% |
| 3M | -24.3% | -12.4% | -11.9% | -10.3% |
| 6M | -39.3% | +8.1% | -47.4% | -41.7% |
| YTD | +99.4% | +10.9% | +88.4% | +80.4% |
| 1Y | +26.6% | +8.8% | +17.8% | +20.4% |
| 3Y | +1,616.9% | +262.1% | +1,354.9% | +300.2% |
| 5Y | +441.4% | +283.1% | +158.2% | +23.6% |
| All | +593.0% | +615.7% | -22.8% | -30.8% |
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