+53.4%
T vs APH
+280.5%
-227.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -0.7% |
| 7D | +1.0% | -5.9% | +7.0% | +0.8% |
| 30D | -10.6% | -14.8% | +4.2% | -11.1% |
| 3M | -7.7% | -12.4% | +4.7% | -8.1% |
| 6M | -13.3% | +8.1% | -21.4% | -13.6% |
| YTD | -8.8% | +10.9% | -19.7% | -9.6% |
| 1Y | -8.4% | +8.8% | -17.2% | -9.2% |
| 3Y | +59.6% | +262.1% | -202.4% | +29.8% |
| All | +53.4% | +280.5% | -227.1% | +14.3% |
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 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