+643.2%
GEV vs APH
+192.0%
+451.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +4.0% |
| 7D | +8.1% | +0.2% | +7.9% | +7.8% |
| 30D | -1.9% | -3.3% | +1.4% | +0.4% |
| 3M | +4.1% | +14.0% | -10.0% | -5.4% |
| 6M | +23.2% | +24.4% | -1.2% | +2.2% |
| YTD | +48.9% | +21.4% | +27.5% | +18.4% |
| 1Y | +62.2% | +48.9% | +13.3% | +4.1% |
| All | +643.2% | +192.0% | +451.2% | +170.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling