+62.5%
T vs APH
+926.5%
-864.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +2.5% | +4.9% | -2.3% | +1.9% |
| 30D | -3.8% | -5.4% | +1.6% | -3.4% |
| 3M | -8.7% | -5.5% | -3.3% | -8.6% |
| 6M | -8.1% | +25.9% | -34.0% | -13.2% |
| YTD | -6.4% | +16.4% | -22.8% | -12.1% |
| 1Y | -9.8% | +16.5% | -26.2% | -15.5% |
| 3Y | +65.5% | +270.9% | -205.4% | +3.9% |
| 5Y | +57.0% | +289.5% | -232.5% | -5.2% |
| All | +62.5% | +926.5% | -864.0% | -32.1% |
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