+831.4%
F vs APH
+126,376.5%
-125,545.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.2% | +9.1% | +5.0% |
| 7D | +6.0% | -2.4% | +8.4% | +6.6% |
| 30D | +4.3% | -9.5% | +13.7% | +7.3% |
| 3M | -10.1% | -7.6% | -2.4% | -8.5% |
| 6M | +12.8% | +12.4% | +0.4% | +6.3% |
| YTD | -0.1% | +17.5% | -17.6% | -8.7% |
| 1Y | +3.7% | +16.4% | -12.7% | -5.2% |
| 3Y | +42.7% | +281.6% | -238.9% | -16.5% |
| 5Y | -11.0% | +317.7% | -328.8% | -48.8% |
| 10Y | +87.0% | +967.8% | -880.8% | -19.4% |
| All | +831.4% | +126,376.5% | -125,545.2% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling