+427.0%
GE vs APH
+302.4%
+124.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +4.0% | +0.4% | +3.7% | +3.6% |
| 30D | +11.1% | -8.0% | +19.0% | +14.5% |
| 3M | -6.7% | -5.0% | -1.7% | -5.7% |
| 6M | +14.3% | +29.9% | -15.6% | -2.6% |
| YTD | +11.7% | +18.0% | -6.2% | -3.4% |
| 1Y | +10.9% | +11.3% | -0.4% | -1.4% |
| 3Y | +279.0% | +274.9% | +4.1% | +48.7% |
| 5Y | +427.0% | +300.6% | +126.4% | +87.9% |
| All | +427.0% | +302.4% | +124.6% | +87.9% |
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 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