+95.6%
F vs APH
+1,060.9%
-965.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | +5.3% | +5.0% | +0.4% | +2.4% |
| 30D | +4.6% | -3.9% | +8.5% | +6.5% |
| 3M | -3.7% | +13.0% | -16.6% | -12.1% |
| 6M | +16.8% | +25.2% | -8.3% | -0.8% |
| YTD | +15.3% | +22.9% | -7.6% | -3.9% |
| 1Y | +31.0% | +47.8% | -16.8% | -5.5% |
| 3Y | +45.4% | +283.0% | -237.6% | -52.7% |
| 5Y | +54.7% | +349.7% | -295.0% | -55.4% |
| All | +95.6% | +1,060.9% | -965.3% | -70.1% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling