+55.2%
T vs APH
+309.1%
-253.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.6% |
| 7D | +2.6% | -5.0% | +7.6% | +2.4% |
| 30D | -1.1% | -8.4% | +7.3% | -1.3% |
| 3M | -7.7% | -4.5% | -3.2% | -7.8% |
| 6M | -10.6% | +25.3% | -35.9% | -10.6% |
| YTD | -7.5% | +18.9% | -26.4% | -8.0% |
| 1Y | -7.4% | +11.9% | -19.4% | -7.7% |
| 3Y | +63.1% | +278.0% | -214.9% | +34.0% |
| 5Y | +55.2% | +306.4% | -251.2% | +16.5% |
| All | +55.2% | +309.1% | -253.9% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling