+81.0%
F vs APH
+978.7%
-897.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.2% | -7.6% | -3.7% |
| 7D | -0.6% | +1.1% | -1.7% | -2.2% |
| 30D | +2.9% | -7.5% | +10.4% | +5.7% |
| 3M | -9.5% | -4.4% | -5.0% | -9.3% |
| 6M | +4.0% | +26.5% | -22.4% | -13.0% |
| YTD | -1.3% | +20.0% | -21.3% | -18.3% |
| 1Y | -1.9% | +16.9% | -18.8% | -18.1% |
| 3Y | +53.5% | +288.5% | -235.0% | -52.0% |
| 5Y | -15.1% | +310.3% | -325.4% | -74.5% |
| 10Y | +81.0% | +951.3% | -870.3% | -69.9% |
| All | +81.0% | +978.7% | -897.7% | -69.9% |
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