+2,645.6%
GE vs APH
+61,451.9%
-58,806.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -47.8% | +48.2% | +14.5% |
| 7D | -1.6% | -48.7% | +47.1% | +12.8% |
| 30D | -11.6% | -51.9% | +40.4% | +3.4% |
| 3M | +3.0% | -43.6% | +46.6% | +13.9% |
| 6M | -0.5% | -37.5% | +37.0% | +6.0% |
| YTD | +9.7% | -38.6% | +48.4% | +16.5% |
| 1Y | +20.0% | -26.3% | +46.4% | +19.8% |
| 3Y | +275.8% | +89.2% | +186.6% | +179.4% |
| 5Y | +429.1% | +119.8% | +309.3% | +276.2% |
| 10Y | +151.2% | +454.3% | -303.1% | +40.4% |
| All | +2,645.6% | +61,451.9% | -58,806.4% | +738.0% |
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