+31.0%
F vs APH
+50.0%
-19.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +5.3% | +5.0% | +0.4% | +4.4% |
| 30D | +4.6% | -3.9% | +8.5% | +5.2% |
| 3M | -3.7% | +13.0% | -16.6% | -6.4% |
| 6M | +16.8% | +25.2% | -8.3% | +10.7% |
| YTD | +15.3% | +22.9% | -7.6% | +11.5% |
| 1Y | +31.0% | +47.8% | -16.8% | +33.2% |
| All | +31.0% | +50.0% | -19.0% | +33.2% |
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 2025-09-04 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling