+58.8%
T vs APH
+938.3%
-879.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.8% |
| 7D | +2.6% | -5.0% | +7.6% | +3.1% |
| 30D | -1.1% | -8.4% | +7.3% | -0.2% |
| 3M | -7.7% | -4.5% | -3.2% | -7.7% |
| 6M | -10.6% | +25.3% | -35.9% | -15.4% |
| YTD | -7.5% | +18.9% | -26.4% | -13.3% |
| 1Y | -7.4% | +11.9% | -19.4% | -12.2% |
| 3Y | +63.1% | +278.0% | -214.9% | +2.2% |
| 5Y | +55.2% | +306.4% | -251.2% | -7.3% |
| 10Y | +58.8% | +955.2% | -896.4% | -34.2% |
| All | +58.8% | +938.3% | -879.5% | -34.2% |
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