+1,743.6%
T vs APH
+61,451.9%
-59,708.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -47.8% | +47.0% | +6.7% |
| 7D | +1.0% | -48.7% | +49.7% | +9.0% |
| 30D | +11.4% | -51.9% | +63.3% | +21.4% |
| 3M | +14.3% | -43.6% | +57.8% | +20.4% |
| 6M | -9.3% | -37.5% | +28.3% | -6.5% |
| YTD | +7.1% | -38.6% | +45.7% | +9.6% |
| 1Y | -9.1% | -26.3% | +17.2% | -10.4% |
| 3Y | +105.3% | +89.2% | +16.1% | +66.0% |
| 5Y | +66.8% | +119.8% | -53.0% | +30.0% |
| 10Y | +66.8% | +454.3% | -387.5% | +8.9% |
| All | +1,743.6% | +61,451.9% | -59,708.4% | +630.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling