+911.5%
BE vs APH
+282.0%
+629.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.6% | -47.8% | +70.4% | +58.9% |
| 7D | +16.1% | -48.7% | +64.8% | +53.7% |
| 30D | +7.9% | -51.9% | +59.9% | +54.1% |
| 3M | -13.2% | -43.6% | +30.3% | +7.8% |
| 6M | +53.5% | -37.5% | +91.0% | +70.7% |
| YTD | +191.0% | -38.6% | +229.7% | +214.5% |
| 1Y | +360.5% | -26.3% | +386.8% | +320.1% |
| 3Y | +1,568.0% | +89.2% | +1,478.8% | +399.2% |
| 5Y | +1,055.2% | +119.8% | +935.4% | +202.9% |
| All | +911.5% | +282.0% | +629.5% | +24.6% |
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