+620.7%
GEV vs APH
+46.5%
+574.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -47.8% | +52.6% | +24.5% |
| 7D | -1.2% | -48.7% | +47.5% | +18.9% |
| 30D | -7.5% | -51.9% | +44.5% | +16.7% |
| 3M | -2.2% | -43.6% | +41.4% | +9.8% |
| 6M | +12.1% | -37.5% | +49.6% | +13.8% |
| YTD | +44.4% | -38.6% | +83.0% | +39.9% |
| 1Y | +57.7% | -26.3% | +84.0% | +26.1% |
| All | +620.7% | +46.5% | +574.2% | +221.3% |
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