-9.1%
T vs APH
-25.2%
+16.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -47.8% | +47.0% | -4.2% |
| 7D | +1.0% | -48.7% | +49.7% | -2.8% |
| 30D | +11.4% | -51.9% | +63.3% | +6.1% |
| 3M | +14.3% | -43.6% | +57.8% | +11.8% |
| 6M | -9.3% | -37.5% | +28.3% | -10.0% |
| YTD | +7.1% | -38.6% | +45.7% | +5.4% |
| 1Y | -9.1% | -26.3% | +17.2% | -11.7% |
| All | -9.1% | -25.2% | +16.1% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling