-11.4%
F vs APH
+274.6%
-286.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.3% | +8.2% | +2.8% |
| 7D | +1.4% | -12.7% | +14.1% | +6.7% |
| 30D | +2.0% | -19.2% | +21.2% | +10.7% |
| 3M | -10.4% | -16.7% | +6.3% | -4.6% |
| 6M | +9.7% | +5.1% | +4.6% | +3.0% |
| YTD | -1.2% | +6.6% | -7.7% | -10.8% |
| 1Y | 0.0% | +3.9% | -3.9% | -9.0% |
| 3Y | +41.1% | +246.0% | -204.9% | -56.1% |
| 5Y | -11.4% | +268.0% | -279.4% | -74.4% |
| All | -11.4% | +274.6% | -286.0% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling