+26.3%
HYG vs APH
+285.7%
-259.4%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.2% | +1.6% | -1.8% | -0.3% |
| 30D | -0.1% | -3.0% | +2.9% | +0.1% |
| 3M | +0.7% | +5.7% | -5.1% | +0.2% |
| 6M | +1.5% | +20.0% | -18.5% | 0.0% |
| YTD | +1.9% | +20.8% | -18.9% | -0.1% |
| 1Y | +3.7% | +40.2% | -36.5% | +0.2% |
| All | +26.3% | +285.7% | -259.4% | +4.7% |
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