+95.6%
F vs APH
+454.1%
-358.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -47.8% | +52.7% | +24.7% |
| 7D | +4.8% | -48.7% | +53.5% | +25.8% |
| 30D | +4.6% | -51.9% | +56.5% | +29.8% |
| 3M | -3.7% | -43.6% | +39.9% | +7.2% |
| 6M | +16.8% | -37.5% | +54.4% | +21.0% |
| YTD | +15.3% | -38.6% | +53.9% | +17.2% |
| 1Y | +31.0% | -26.3% | +57.3% | +15.4% |
| 3Y | +45.4% | +89.2% | -43.8% | -41.8% |
| 5Y | +54.7% | +119.8% | -65.1% | -44.6% |
| All | +95.6% | +454.1% | -358.5% | -62.5% |
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