+37.5%
F vs APH
+289.4%
-252.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.9% |
| 7D | +1.2% | +0.2% | +0.9% | +1.1% |
| 30D | +1.2% | -3.3% | +4.6% | +2.0% |
| 3M | -5.7% | +14.0% | -19.7% | -9.7% |
| 6M | +17.9% | +24.4% | -6.5% | +9.7% |
| YTD | +10.4% | +21.4% | -11.0% | +2.2% |
| 1Y | +25.3% | +48.9% | -23.6% | +7.7% |
| 3Y | +37.5% | +290.1% | -252.6% | -42.9% |
| All | +37.5% | +289.4% | -252.0% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling