+701.6%
BE vs APH
+658.1%
+43.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.2% | -0.2% | +0.6% |
| 7D | -12.1% | -2.4% | -9.7% | -9.4% |
| 30D | -30.1% | -9.5% | -20.6% | -21.1% |
| 3M | -12.1% | -7.6% | -4.5% | -2.7% |
| 6M | -30.6% | +12.4% | -43.0% | -36.9% |
| YTD | +130.6% | +17.5% | +113.1% | +94.0% |
| 1Y | +55.3% | +16.4% | +38.9% | +36.0% |
| 3Y | +1,755.6% | +281.6% | +1,473.9% | +304.5% |
| 5Y | +564.5% | +317.7% | +246.7% | +36.8% |
| All | +701.6% | +658.1% | +43.5% | -25.6% |
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