+220.1%
C vs APH
+978.7%
-758.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.2% | -5.8% | -2.3% |
| 7D | -0.9% | +1.1% | -2.0% | -2.3% |
| 30D | -5.4% | -7.5% | +2.1% | -2.1% |
| 3M | -9.2% | -4.4% | -4.7% | -8.5% |
| 6M | -1.8% | +26.5% | -28.3% | -18.9% |
| YTD | +6.7% | +20.0% | -13.4% | -13.1% |
| 1Y | +23.5% | +16.9% | +6.7% | +1.8% |
| 3Y | +219.8% | +288.5% | -68.7% | -3.5% |
| 5Y | +112.4% | +310.3% | -197.9% | -40.5% |
| 10Y | +220.1% | +951.3% | -731.2% | -56.0% |
| All | +220.1% | +978.7% | -758.6% | -56.0% |
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