+65.5%
T vs APH
+1,054.4%
-988.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -1.3% | +5.0% | -6.2% | -2.0% |
| 30D | +11.4% | -3.9% | +15.2% | +11.9% |
| 3M | +14.3% | +13.0% | +1.3% | +11.1% |
| 6M | -9.3% | +25.2% | -34.4% | -14.0% |
| YTD | +7.1% | +22.9% | -15.8% | +0.4% |
| 1Y | -9.1% | +47.8% | -56.9% | -19.2% |
| 3Y | +105.3% | +283.0% | -177.7% | +29.4% |
| 5Y | +66.8% | +349.7% | -282.8% | -3.5% |
| All | +65.5% | +1,054.4% | -988.9% | -36.6% |
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