+62.5%
T vs APH
+944.7%
-882.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.6% | +11.1% | -9.5% | +0.2% |
| 30D | -2.9% | -7.3% | +4.4% | -2.2% |
| 3M | -7.5% | -6.2% | -1.3% | -7.2% |
| 6M | -9.9% | +24.9% | -34.8% | -14.7% |
| YTD | -6.4% | +18.4% | -24.9% | -12.3% |
| 1Y | -9.4% | +13.0% | -22.4% | -14.4% |
| 3Y | +64.9% | +276.4% | -211.5% | +3.4% |
| 5Y | +57.0% | +296.4% | -239.5% | -5.4% |
| All | +62.5% | +944.7% | -882.2% | -32.3% |
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