+55.2%
HYG vs APH
+1,052.1%
-996.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.2% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | -0.6% | -4.0% | +3.4% | 0.0% |
| 3M | +0.4% | +7.7% | -7.3% | -1.2% |
| 6M | +1.2% | +17.8% | -16.6% | -2.4% |
| YTD | +1.5% | +19.2% | -17.7% | -3.2% |
| 1Y | +3.2% | +35.7% | -32.5% | -4.4% |
| 3Y | +25.9% | +282.9% | -257.0% | -9.3% |
| 5Y | +18.6% | +345.6% | -327.0% | -18.6% |
| All | +55.2% | +1,052.1% | -996.9% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling