+109.4%
C vs APH
+274.6%
-165.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.3% | +4.3% | -1.4% |
| 7D | -5.3% | -12.7% | +7.4% | -0.4% |
| 30D | -7.3% | -19.2% | +11.8% | +0.2% |
| 3M | -13.5% | -16.7% | +3.2% | -7.9% |
| 6M | -6.5% | +5.1% | -11.6% | -11.0% |
| YTD | +3.6% | +6.6% | -3.0% | -4.9% |
| 1Y | +18.9% | +3.9% | +15.0% | +10.0% |
| 3Y | +205.0% | +246.0% | -41.1% | +34.5% |
| 5Y | +109.4% | +268.0% | -158.6% | -17.1% |
| All | +109.4% | +274.6% | -165.2% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling