+20.5%
C vs APH
+7.8%
+12.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.4% |
| 7D | -2.4% | -5.9% | +3.5% | -1.3% |
| 30D | -6.0% | -14.8% | +8.8% | -3.0% |
| 3M | -10.5% | -12.4% | +1.9% | -8.5% |
| 6M | -5.7% | +8.1% | -13.8% | -8.3% |
| YTD | +4.1% | +10.9% | -6.8% | -2.2% |
| 1Y | +20.5% | +8.8% | +11.7% | +13.3% |
| All | +20.5% | +7.8% | +12.7% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling