+57.8%
T vs APH
+289.4%
-231.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.1% |
| 7D | +2.5% | +4.9% | -2.3% | +2.8% |
| 30D | -3.8% | -5.4% | +1.6% | -3.9% |
| 3M | -8.7% | -5.5% | -3.3% | -8.8% |
| 6M | -8.1% | +25.9% | -34.0% | -8.2% |
| YTD | -6.4% | +16.4% | -22.8% | -7.1% |
| 1Y | -9.8% | +16.5% | -26.2% | -10.4% |
| 3Y | +65.5% | +270.9% | -205.4% | +35.6% |
| All | +57.8% | +289.4% | -231.5% | +20.4% |
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