-0.8%
F vs APH
+7.8%
-8.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.5% |
| 7D | +1.6% | -5.9% | +7.5% | +2.4% |
| 30D | +2.6% | -14.8% | +17.4% | +5.5% |
| 3M | -8.8% | -12.4% | +3.6% | -7.0% |
| 6M | +4.6% | +8.1% | -3.4% | +0.2% |
| YTD | -1.9% | +10.9% | -12.8% | -6.7% |
| 1Y | -0.8% | +8.8% | -9.5% | -5.6% |
| All | -0.8% | +7.8% | -8.5% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling