+492.6%
GEV vs APH
+166.8%
+325.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.7% | -2.6% |
| 7D | -9.8% | -5.9% | -3.8% | -5.3% |
| 30D | -22.3% | -14.8% | -7.5% | -12.3% |
| 3M | -22.6% | -12.4% | -10.1% | -14.4% |
| 6M | -30.7% | +8.1% | -38.8% | -34.9% |
| YTD | +18.7% | +10.9% | +7.8% | +1.4% |
| 1Y | +41.0% | +8.8% | +32.3% | +22.7% |
| All | +492.6% | +166.8% | +325.8% | +131.3% |
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