+390.5%
GE vs APH
+280.5%
+110.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +0.8% |
| 7D | +7.1% | -5.9% | +13.0% | +9.7% |
| 30D | +6.5% | -14.8% | +21.3% | +13.8% |
| 3M | -13.6% | -12.4% | -1.1% | -9.2% |
| 6M | +6.0% | +8.1% | -2.1% | -1.2% |
| YTD | +5.4% | +10.9% | -5.6% | -6.3% |
| 1Y | +6.5% | +8.8% | -2.3% | -4.8% |
| 3Y | +268.6% | +262.1% | +6.5% | +46.2% |
| All | +390.5% | +280.5% | +110.0% | +76.9% |
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